+820.5%
XLB vs HST
+429.3%
+391.2%
-59.8%
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 | -1.4% | -1.0% | -0.4% | -1.1% |
| 30D | -0.4% | -12.3% | +11.9% | +3.7% |
| 3M | +2.0% | -6.4% | +8.3% | +3.9% |
| 6M | +1.8% | +15.0% | -13.2% | -2.9% |
| YTD | +16.6% | +30.5% | -13.9% | +6.6% |
| 1Y | +16.9% | +35.7% | -18.7% | +5.4% |
| 3Y | +32.6% | +68.4% | -35.8% | +10.3% |
| 5Y | +35.6% | +73.1% | -37.5% | +9.5% |
| 10Y | +160.0% | +92.7% | +67.3% | +90.1% |
| All | +820.5% | +429.3% | +391.2% | +323.8% |
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