+61.0%
XLC vs HST
+77.0%
-16.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.4% |
| 7D | +4.9% | -2.7% | +7.6% | +5.7% |
| 30D | -5.8% | +10.7% | -16.5% | -8.8% |
| 3M | -5.4% | +6.3% | -11.7% | -7.3% |
| 6M | -10.2% | +19.0% | -29.2% | -15.3% |
| YTD | -10.2% | +47.0% | -57.2% | -21.1% |
| 1Y | -5.6% | +53.4% | -59.1% | -18.5% |
| 3Y | +61.0% | +78.0% | -17.0% | +28.6% |
| All | +61.0% | +77.0% | -16.1% | +28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling