+66.1%
HST vs XHB
+26.5%
+39.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +1.4% |
| 7D | +2.0% | +0.2% | +1.8% | +1.8% |
| 30D | -5.2% | -9.1% | +3.8% | -0.2% |
| 3M | -6.2% | -2.3% | -3.9% | -5.8% |
| 6M | +20.4% | -4.1% | +24.6% | +21.8% |
| YTD | +30.6% | -1.7% | +32.3% | +30.0% |
| 1Y | +37.4% | -15.1% | +52.5% | +49.0% |
| 3Y | +66.1% | +26.8% | +39.3% | +37.5% |
| All | +66.1% | +26.5% | +39.7% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling