+1,330.6%
HST vs CLX
+2,386.6%
-1,056.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.6% |
| 7D | -1.0% | -9.2% | +8.2% | +1.7% |
| 30D | -12.3% | -11.0% | -1.2% | -9.4% |
| 3M | -6.4% | +5.0% | -11.4% | -8.1% |
| 6M | +15.0% | -18.8% | +33.8% | +20.9% |
| YTD | +30.5% | -4.4% | +34.9% | +30.8% |
| 1Y | +35.7% | -21.9% | +57.5% | +43.6% |
| 3Y | +68.4% | -32.8% | +101.1% | +83.8% |
| 5Y | +73.1% | -34.6% | +107.7% | +85.7% |
| 10Y | +92.7% | -4.7% | +97.4% | +66.2% |
| All | +1,330.6% | +2,386.6% | -1,056.0% | +206.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling