+988.5%
XLE vs HST
+496.6%
+491.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.7% | +2.7% | -1.0% |
| 7D | -10.3% | -4.2% | -6.1% | -9.1% |
| 30D | -3.3% | +9.6% | -12.9% | -6.4% |
| 3M | +8.2% | -1.1% | +9.3% | +8.1% |
| 6M | +5.0% | +21.1% | -16.1% | -2.5% |
| YTD | +40.6% | +47.1% | -6.5% | +21.3% |
| 1Y | +45.0% | +64.0% | -19.0% | +20.3% |
| 3Y | +56.3% | +77.1% | -20.8% | +24.6% |
| 5Y | +152.2% | +71.8% | +80.5% | +97.6% |
| 10Y | +173.0% | +146.3% | +26.7% | +84.3% |
| All | +988.5% | +496.6% | +491.9% | +396.0% |
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 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