+40.7%
XLC vs HST
+82.3%
-41.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | +3.7% | +3.6% | +0.1% | +2.4% |
| 30D | -1.9% | +11.2% | -13.1% | -5.7% |
| 3M | -3.1% | +13.1% | -16.2% | -7.4% |
| 6M | -6.4% | +23.9% | -30.3% | -13.8% |
| YTD | -6.8% | +52.3% | -59.1% | -20.8% |
| 1Y | -1.7% | +56.7% | -58.4% | -17.4% |
| 3Y | +64.7% | +87.5% | -22.8% | +25.8% |
| All | +40.7% | +82.3% | -41.6% | +6.9% |
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