+1,587.7%
HST vs CLX
+2,796.8%
-1,209.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -1.3% | +7.8% | -9.0% | -3.3% |
| 30D | +13.4% | +28.5% | -15.2% | +5.6% |
| 3M | +16.7% | +1.3% | +15.4% | +15.9% |
| 6M | +24.0% | +23.4% | +0.6% | +16.0% |
| YTD | +54.0% | +11.4% | +42.6% | +47.4% |
| 1Y | +55.0% | +6.9% | +48.1% | +50.1% |
| 3Y | +89.3% | -9.8% | +99.1% | +90.1% |
| 5Y | +85.4% | -22.7% | +108.1% | +89.4% |
| 10Y | +137.1% | +28.7% | +108.4% | +84.8% |
| All | +1,587.7% | +2,796.8% | -1,209.1% | +245.0% |
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