+163.9%
XLE vs HST
+143.2%
+20.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.1% | -0.7% |
| 7D | -6.7% | +0.6% | -7.3% | -7.0% |
| 30D | -4.4% | +14.5% | -18.9% | -10.3% |
| 3M | +4.0% | +15.4% | -11.4% | -2.9% |
| 6M | +13.2% | +22.0% | -8.8% | +2.1% |
| YTD | +41.9% | +54.9% | -13.0% | +13.4% |
| 1Y | +41.6% | +54.0% | -12.3% | +13.2% |
| 3Y | +64.0% | +90.4% | -26.5% | +15.3% |
| 5Y | +158.1% | +84.2% | +73.9% | +74.9% |
| 10Y | +163.9% | +144.6% | +19.3% | +48.2% |
| All | +163.9% | +143.2% | +20.7% | +48.2% |
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