+1,117.4%
XLI vs HST
+429.3%
+688.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -1.1% | -1.0% | 0.0% | -0.7% |
| 30D | -5.9% | -12.3% | +6.3% | -2.1% |
| 3M | -0.3% | -6.4% | +6.1% | +1.6% |
| 6M | +0.1% | +15.0% | -14.9% | -4.5% |
| YTD | +13.6% | +30.5% | -16.9% | +4.0% |
| 1Y | +17.2% | +35.7% | -18.5% | +5.7% |
| 3Y | +68.2% | +68.4% | -0.2% | +40.1% |
| 5Y | +80.7% | +73.1% | +7.6% | +45.8% |
| 10Y | +253.3% | +92.7% | +160.5% | +159.7% |
| All | +1,117.4% | +429.3% | +688.1% | +440.1% |
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