-5.8%
XLC vs HST
+76.4%
-82.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +3.2% |
| 7D | +1.8% | +3.3% | -1.6% | +1.2% |
| 30D | -6.0% | +16.4% | -22.3% | -8.6% |
| 3M | -6.0% | +5.5% | -11.5% | -7.3% |
| 6M | -9.1% | +31.1% | -40.2% | -13.5% |
| YTD | -10.0% | +55.9% | -66.0% | -16.1% |
| 1Y | -5.8% | +75.6% | -81.4% | -13.1% |
| All | -5.8% | +76.4% | -82.2% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling