+127.5%
XLC vs HST
+65.7%
+61.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.7% |
| 3M | -5.4% | +6.3% | -11.7% | -7.2% |
| 6M | -10.2% | +19.0% | -29.2% | -15.0% |
| YTD | -10.2% | +47.0% | -57.2% | -20.3% |
| 1Y | -5.6% | +53.4% | -59.1% | -17.4% |
| 3Y | +61.0% | +78.0% | -17.0% | +32.9% |
| 5Y | +35.2% | +71.7% | -36.4% | +10.9% |
| All | +127.5% | +65.7% | +61.8% | +80.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling