+1,033.0%
XLI vs HST
+496.3%
+536.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | -2.8% | -2.7% | -0.1% | -2.0% |
| 30D | -3.1% | +10.7% | -13.8% | -6.2% |
| 3M | -11.7% | +6.3% | -18.0% | -13.5% |
| 6M | -7.6% | +19.0% | -26.5% | -12.8% |
| YTD | +5.7% | +47.0% | -41.3% | -6.9% |
| 1Y | +7.8% | +53.4% | -45.6% | -6.4% |
| 3Y | +67.4% | +78.0% | -10.6% | +37.1% |
| 5Y | +64.8% | +71.7% | -6.9% | +33.2% |
| 10Y | +241.2% | +146.2% | +95.0% | +132.8% |
| All | +1,033.0% | +496.3% | +536.6% | +383.8% |
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