+167.2%
XLE vs HST
+142.8%
+24.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -12.0% | -2.7% | -9.3% | -11.0% |
| 30D | -2.7% | +10.7% | -13.4% | -7.3% |
| 3M | +6.6% | +6.3% | +0.3% | +3.2% |
| 6M | +9.5% | +19.0% | -9.4% | -0.1% |
| YTD | +40.6% | +47.0% | -6.5% | +15.0% |
| 1Y | +43.6% | +53.4% | -9.9% | +14.8% |
| 3Y | +58.1% | +78.0% | -19.9% | +14.7% |
| 5Y | +152.2% | +71.7% | +80.5% | +76.8% |
| All | +167.2% | +142.8% | +24.4% | +53.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling