+33.0%
KRE vs HST
+74.0%
-41.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.4% |
| 7D | +1.3% | -1.0% | +2.3% | +1.9% |
| 30D | -2.7% | -12.3% | +9.6% | +4.4% |
| 3M | +8.2% | -6.4% | +14.5% | +11.6% |
| 6M | +12.8% | +15.0% | -2.2% | +3.3% |
| YTD | +17.5% | +30.5% | -13.0% | +0.1% |
| 1Y | +16.6% | +35.7% | -19.1% | -3.2% |
| 3Y | +79.5% | +68.4% | +11.1% | +31.8% |
| All | +33.0% | +74.0% | -41.0% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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