+142.5%
XLC vs HST
+47.1%
+95.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -0.8% | -1.0% | +0.2% | -0.6% |
| 30D | +1.0% | -12.3% | +13.3% | +4.8% |
| 3M | -0.7% | -6.4% | +5.7% | +1.0% |
| 6M | -5.1% | +15.0% | -20.2% | -9.3% |
| YTD | -4.3% | +30.5% | -34.8% | -12.0% |
| 1Y | -0.6% | +35.7% | -36.2% | -9.9% |
| 3Y | +72.7% | +68.4% | +4.3% | +44.9% |
| 5Y | +38.0% | +73.1% | -35.1% | +13.5% |
| All | +142.5% | +47.1% | +95.3% | +99.7% |
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 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