+65.5%
XLF vs HST
+72.4%
-6.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +0.2% | +2.0% | -1.8% | -0.6% |
| 30D | -0.5% | -5.2% | +4.7% | +1.4% |
| 3M | +10.6% | -6.2% | +16.9% | +12.9% |
| 6M | +14.3% | +20.4% | -6.1% | +5.8% |
| YTD | +5.5% | +30.6% | -25.1% | -5.3% |
| 1Y | +9.6% | +37.4% | -27.8% | -3.9% |
| 3Y | +75.2% | +66.1% | +9.1% | +40.1% |
| 5Y | +65.5% | +73.7% | -8.2% | +25.9% |
| All | +65.5% | +72.4% | -6.9% | +25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling