+78.0%
HST vs CLX
-10.2%
+88.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -2.7% | +13.6% | -16.3% | -5.1% |
| 30D | +10.7% | +23.4% | -12.7% | +6.2% |
| 3M | +6.3% | -2.8% | +9.1% | +6.6% |
| 6M | +19.0% | +14.0% | +5.0% | +15.4% |
| YTD | +47.0% | +4.2% | +42.9% | +44.2% |
| 1Y | +53.4% | -1.2% | +54.6% | +52.1% |
| 3Y | +78.0% | -12.7% | +90.7% | +79.2% |
| All | +78.0% | -10.2% | +88.2% | +79.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling