+10.7%
XLI vs HST
+55.2%
-44.6%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -1.0% |
| 7D | -1.5% | +0.6% | -2.1% | -1.7% |
| 30D | -0.3% | +14.5% | -14.8% | -4.5% |
| 3M | -8.4% | +15.4% | -23.8% | -12.5% |
| 6M | -2.1% | +22.0% | -24.1% | -9.5% |
| YTD | +9.6% | +54.9% | -45.2% | -8.1% |
| 1Y | +10.7% | +54.0% | -43.3% | -7.4% |
| All | +10.7% | +55.2% | -44.6% | -7.4% |
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