+36.8%
HST vs CLX
-25.2%
+61.9%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.0% | +0.2% |
| 7D | -0.3% | -4.9% | +4.6% | +0.5% |
| 30D | -2.8% | -15.8% | +13.0% | -0.2% |
| 3M | -6.5% | -7.9% | +1.5% | -5.4% |
| 6M | +20.7% | -19.0% | +39.8% | +23.7% |
| YTD | +30.5% | -7.9% | +38.4% | +30.8% |
| 1Y | +36.8% | -25.4% | +62.1% | +38.7% |
| All | +36.8% | -25.2% | +61.9% | +38.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling