+141.4%
XLC vs HST
+47.3%
+94.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | +0.6% | +2.0% | -1.4% | 0.0% |
| 30D | +0.2% | -5.2% | +5.5% | +1.8% |
| 3M | +0.6% | -6.2% | +6.9% | +2.3% |
| 6M | -4.5% | +20.4% | -24.9% | -9.9% |
| YTD | -4.7% | +30.6% | -35.3% | -12.4% |
| 1Y | -1.7% | +37.4% | -39.0% | -11.2% |
| 3Y | +72.3% | +66.1% | +6.2% | +45.1% |
| 5Y | +37.8% | +73.7% | -36.0% | +13.2% |
| All | +141.4% | +47.3% | +94.1% | +98.7% |
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