+108.1%
HST vs XHB
+210.4%
-102.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +2.0% |
| 7D | +0.7% | -5.2% | +5.9% | +4.3% |
| 30D | -0.7% | -12.1% | +11.5% | +8.1% |
| 3M | -4.0% | -6.2% | +2.2% | -0.8% |
| 6M | +20.7% | -6.7% | +27.4% | +24.5% |
| YTD | +31.0% | -5.5% | +36.5% | +33.6% |
| 1Y | +36.2% | -15.6% | +51.9% | +49.9% |
| 3Y | +66.6% | +22.0% | +44.7% | +37.5% |
| 5Y | +75.8% | +31.8% | +44.0% | +34.0% |
| All | +108.1% | +210.4% | -102.3% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded XHB 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling