+11.9%
XLF vs HST
+54.6%
-42.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | -1.0% | -1.3% | +0.3% | -0.6% |
| 30D | +6.5% | +13.4% | -6.9% | +2.8% |
| 3M | +1.8% | +16.7% | -14.9% | -2.6% |
| 6M | +15.4% | +24.0% | -8.6% | +7.0% |
| YTD | +8.4% | +54.0% | -45.6% | -7.1% |
| 1Y | +11.9% | +55.0% | -43.1% | -4.4% |
| All | +11.9% | +54.6% | -42.7% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling