+149.3%
KRE vs HST
+155.7%
-6.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.1% |
| 7D | -1.6% | -1.3% | -0.3% | -1.0% |
| 30D | +4.9% | +13.4% | -8.5% | -2.0% |
| 3M | -4.5% | +16.7% | -21.2% | -12.2% |
| 6M | +7.7% | +24.0% | -16.4% | -4.6% |
| YTD | +14.5% | +54.0% | -39.4% | -9.6% |
| 1Y | +21.5% | +55.0% | -33.5% | -4.5% |
| 3Y | +91.2% | +89.3% | +1.9% | +34.5% |
| 5Y | +11.8% | +85.4% | -73.7% | -23.2% |
| 10Y | +89.3% | +137.1% | -47.8% | +9.0% |
| All | +149.3% | +155.7% | -6.4% | +5.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling