+78.6%
XLF vs HST
+82.7%
-4.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +1.2% | -2.7% | +3.8% | +2.1% |
| 30D | +6.3% | +10.7% | -4.4% | +2.6% |
| 3M | -0.8% | +6.3% | -7.0% | -3.0% |
| 6M | +11.0% | +19.0% | -7.9% | +3.6% |
| YTD | +5.6% | +47.0% | -41.4% | -9.3% |
| 1Y | +10.8% | +53.4% | -42.7% | -6.5% |
| All | +78.6% | +82.7% | -4.1% | +38.6% |
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