+166.6%
HST vs XHB
+170.3%
-3.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | +0.5% |
| 7D | +3.6% | -2.4% | +6.0% | +5.6% |
| 30D | +9.9% | +7.1% | +2.8% | +3.1% |
| 3M | +12.9% | -6.0% | +18.9% | +17.8% |
| 6M | +22.9% | +2.1% | +20.8% | +17.9% |
| YTD | +52.4% | -0.6% | +53.0% | +48.0% |
| 1Y | +52.5% | -3.3% | +55.8% | +51.5% |
| 3Y | +87.4% | +34.1% | +53.3% | +33.6% |
| 5Y | +82.9% | +28.6% | +54.3% | +30.4% |
| 10Y | +134.8% | +235.0% | -100.3% | -36.2% |
| All | +166.6% | +170.3% | -3.7% | -52.8% |
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