+52.5%
HST vs CLX
+7.9%
+44.7%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.2% |
| 7D | +3.6% | +8.5% | -4.9% | +2.0% |
| 30D | +9.9% | +30.0% | -20.1% | +4.6% |
| 3M | +12.9% | +3.8% | +9.1% | +11.9% |
| 6M | +22.9% | +24.6% | -1.8% | +17.2% |
| YTD | +52.4% | +12.8% | +39.6% | +42.4% |
| 1Y | +52.5% | +8.6% | +43.9% | +45.2% |
| All | +52.5% | +7.9% | +44.7% | +45.2% |
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