+73.7%
HST vs CLX
-35.2%
+108.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.3% |
| 7D | +2.0% | -3.5% | +5.5% | +2.5% |
| 30D | -5.2% | -11.9% | +6.6% | -3.5% |
| 3M | -6.2% | -2.6% | -3.6% | -6.0% |
| 6M | +20.4% | -18.2% | +38.6% | +23.4% |
| YTD | +30.6% | -5.9% | +36.5% | +31.1% |
| 1Y | +37.4% | -23.8% | +61.2% | +41.9% |
| 3Y | +66.1% | -33.6% | +99.7% | +73.1% |
| 5Y | +73.7% | -35.7% | +109.4% | +74.1% |
| All | +73.7% | -35.2% | +108.9% | +74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling