+169.1%
XLB vs HST
+142.8%
+26.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.5% | -2.7% | +1.2% | -0.5% |
| 30D | +6.1% | +10.7% | -4.6% | +2.2% |
| 3M | 0.0% | +6.3% | -6.2% | -2.3% |
| 6M | 0.0% | +19.0% | -19.0% | -6.5% |
| YTD | +16.0% | +47.0% | -31.0% | +0.3% |
| 1Y | +24.7% | +53.4% | -28.7% | +6.0% |
| 3Y | +40.4% | +78.0% | -37.6% | +11.3% |
| 5Y | +30.7% | +71.7% | -41.0% | +2.3% |
| All | +169.1% | +142.8% | +26.3% | +85.2% |
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