+35.8%
XLC vs HST
+71.5%
-35.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.4% |
| 7D | +4.9% | -2.7% | +7.6% | +5.8% |
| 30D | -5.8% | +10.7% | -16.5% | -9.3% |
| 3M | -5.4% | +6.3% | -11.7% | -7.7% |
| 6M | -10.2% | +19.0% | -29.2% | -16.1% |
| YTD | -10.2% | +47.0% | -57.2% | -22.7% |
| 1Y | -5.6% | +53.4% | -59.1% | -20.2% |
| 3Y | +61.0% | +78.0% | -17.0% | +25.3% |
| All | +35.8% | +71.5% | -35.7% | +5.7% |
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 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