+425.1%
XLF vs HST
+518.1%
-93.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | +1.2% | +3.6% | -2.4% | -0.4% |
| 30D | +6.2% | +9.9% | -3.7% | +1.6% |
| 3M | +0.9% | +12.9% | -12.1% | -4.8% |
| 6M | +13.6% | +22.9% | -9.2% | +2.7% |
| YTD | +7.6% | +52.4% | -44.8% | -12.4% |
| 1Y | +10.2% | +52.5% | -42.4% | -10.4% |
| 3Y | +79.8% | +87.4% | -7.6% | +29.9% |
| 5Y | +58.0% | +82.9% | -25.0% | +10.7% |
| 10Y | +222.8% | +134.8% | +88.1% | +82.8% |
| All | +425.1% | +518.1% | -93.0% | +62.1% |
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