+159.6%
XLB vs HST
+97.7%
+61.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.0% | -1.0% |
| 7D | -0.2% | +2.0% | -2.2% | -1.0% |
| 30D | -1.7% | -5.2% | +3.5% | +0.1% |
| 3M | +4.4% | -6.2% | +10.6% | +6.6% |
| 6M | +5.0% | +20.4% | -15.4% | -2.2% |
| YTD | +15.5% | +30.6% | -15.2% | +4.3% |
| 1Y | +14.9% | +37.4% | -22.4% | +1.6% |
| 3Y | +34.5% | +66.1% | -31.6% | +9.4% |
| 5Y | +36.5% | +73.7% | -37.2% | +6.7% |
| 10Y | +159.6% | +99.8% | +59.8% | +85.3% |
| All | +159.6% | +97.7% | +61.9% | +85.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling