+163.9%
XLE vs HST
+144.9%
+19.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | -0.7% |
| 7D | -7.9% | -1.1% | -6.8% | -7.5% |
| 30D | -4.8% | +11.6% | -16.4% | -9.7% |
| 3M | +8.4% | +9.5% | -1.2% | +3.5% |
| 6M | +12.7% | +18.9% | -6.3% | +2.8% |
| YTD | +41.3% | +51.0% | -9.7% | +14.2% |
| 1Y | +42.3% | +53.0% | -10.7% | +14.1% |
| 3Y | +65.1% | +87.5% | -22.4% | +16.8% |
| 5Y | +150.2% | +76.7% | +73.5% | +73.1% |
| 10Y | +163.9% | +137.9% | +26.0% | +50.1% |
| All | +163.9% | +144.9% | +19.0% | +50.1% |
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