+955.3%
XBI vs HST
+129.9%
+825.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +0.9% | -1.0% | +1.9% | +1.2% |
| 30D | +7.1% | -12.3% | +19.3% | +11.1% |
| 3M | +22.9% | -6.4% | +29.3% | +25.0% |
| 6M | +29.7% | +15.0% | +14.7% | +24.0% |
| YTD | +34.5% | +30.5% | +4.0% | +23.6% |
| 1Y | +76.1% | +35.7% | +40.4% | +59.5% |
| 3Y | +103.2% | +68.4% | +34.8% | +71.8% |
| 5Y | +22.8% | +73.1% | -50.3% | +2.1% |
| 10Y | +176.3% | +92.7% | +83.5% | +109.0% |
| All | +955.3% | +129.9% | +825.4% | +539.0% |
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