+28.6%
XLB vs HST
+82.3%
-53.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +0.5% | +3.6% | -3.0% | -0.8% |
| 30D | +5.2% | +11.2% | -6.1% | +0.9% |
| 3M | +0.3% | +13.1% | -12.8% | -4.5% |
| 6M | +1.2% | +23.9% | -22.7% | -7.3% |
| YTD | +16.6% | +52.3% | -35.6% | -1.7% |
| 1Y | +21.4% | +56.7% | -35.2% | +1.2% |
| 3Y | +43.2% | +87.5% | -44.3% | +8.9% |
| All | +28.6% | +82.3% | -53.7% | -1.9% |
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