+128.3%
HST vs XHB
+173.9%
-45.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.5% |
| 7D | -1.0% | -1.3% | +0.3% | 0.0% |
| 30D | -12.3% | -6.9% | -5.4% | -6.9% |
| 3M | -6.4% | -1.3% | -5.1% | -6.6% |
| 6M | +15.0% | -6.8% | +21.8% | +19.5% |
| YTD | +30.5% | +0.7% | +29.8% | +26.4% |
| 1Y | +35.7% | -11.2% | +46.9% | +45.7% |
| 3Y | +68.4% | +25.3% | +43.0% | +28.0% |
| 5Y | +73.1% | +37.3% | +35.8% | +17.0% |
| 10Y | +92.7% | +211.5% | -118.8% | -43.4% |
| All | +128.3% | +173.9% | -45.6% | -59.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling