+85.4%
HST vs XHB
+33.4%
+52.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -1.3% | -4.1% | +2.8% | +1.3% |
| 30D | +13.4% | +9.6% | +3.7% | +6.8% |
| 3M | +16.7% | -6.0% | +22.7% | +20.6% |
| 6M | +24.0% | +2.2% | +21.8% | +20.6% |
| YTD | +54.0% | +1.1% | +52.8% | +49.8% |
| 1Y | +55.0% | -1.7% | +56.8% | +53.6% |
| 3Y | +89.3% | +36.5% | +52.9% | +45.5% |
| 5Y | +85.4% | +33.5% | +52.0% | +33.5% |
| All | +85.4% | +33.4% | +52.0% | +33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling