+252.4%
XLI vs HST
+97.7%
+154.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +1.0% | +2.0% | -1.0% | +0.2% |
| 30D | -5.8% | -5.2% | -0.6% | -4.0% |
| 3M | +0.7% | -6.2% | +6.9% | +2.8% |
| 6M | +3.2% | +20.4% | -17.3% | -4.2% |
| YTD | +13.0% | +30.6% | -17.6% | +1.7% |
| 1Y | +16.8% | +37.4% | -20.6% | +2.8% |
| 3Y | +72.4% | +66.1% | +6.3% | +39.3% |
| 5Y | +82.8% | +73.7% | +9.1% | +40.7% |
| 10Y | +252.4% | +99.8% | +152.6% | +146.3% |
| All | +252.4% | +97.7% | +154.8% | +146.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling