+1,075.2%
XLI vs HST
+528.1%
+547.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.9% |
| 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% | -8.4% |
| YTD | +9.6% | +54.9% | -45.2% | -5.0% |
| 1Y | +10.7% | +54.0% | -43.3% | -4.0% |
| 3Y | +71.6% | +90.4% | -18.9% | +37.6% |
| 5Y | +70.8% | +84.2% | -13.5% | +35.0% |
| 10Y | +228.0% | +144.6% | +83.3% | +123.9% |
| All | +1,075.2% | +528.1% | +547.1% | +393.7% |
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