+87.5%
HST vs XLRE
+44.1%
+43.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +3.6% | +0.8% | +2.7% | +2.9% |
| 30D | +11.2% | +6.9% | +4.3% | +5.3% |
| 3M | +13.1% | -0.8% | +13.9% | +13.9% |
| 6M | +23.9% | +2.1% | +21.8% | +21.6% |
| YTD | +52.3% | +12.6% | +39.7% | +37.5% |
| 1Y | +56.7% | +12.5% | +44.2% | +41.6% |
| 3Y | +87.5% | +44.2% | +43.3% | +40.7% |
| All | +87.5% | +44.1% | +43.4% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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