+58.1%
XLE vs HST
+77.0%
-19.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -12.0% | -2.7% | -9.3% | -11.4% |
| 30D | -2.7% | +10.7% | -13.4% | -5.3% |
| 3M | +6.6% | +6.3% | +0.3% | +4.8% |
| 6M | +9.5% | +19.0% | -9.4% | +3.4% |
| YTD | +40.6% | +47.0% | -6.5% | +22.2% |
| 1Y | +43.6% | +53.4% | -9.9% | +22.6% |
| 3Y | +58.1% | +78.0% | -19.9% | +18.0% |
| All | +58.1% | +77.0% | -19.0% | +18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling