+122.6%
HST vs CLX
+30.5%
+92.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.1% |
| 7D | +3.6% | +8.5% | -4.9% | +3.3% |
| 30D | +9.9% | +30.0% | -20.1% | +8.7% |
| 3M | +12.9% | +3.8% | +9.1% | +12.6% |
| 6M | +22.9% | +24.6% | -1.8% | +21.7% |
| YTD | +52.4% | +12.8% | +39.6% | +51.4% |
| 1Y | +52.5% | +8.6% | +43.9% | +51.6% |
| 3Y | +87.4% | -8.6% | +96.1% | +87.6% |
| 5Y | +82.9% | -21.8% | +104.7% | +80.9% |
| All | +122.6% | +30.5% | +92.1% | +96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CLX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling