+10.6%
XLK vs HST
+65.5%
-54.8%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -5.7% | -2.3% | -6.6% |
| 7D | -14.0% | -4.2% | -9.8% | -12.9% |
| 30D | -19.6% | +9.6% | -29.2% | -20.5% |
| 3M | -12.6% | -1.1% | -11.4% | -12.0% |
| 6M | -1.7% | +21.1% | -22.8% | -6.1% |
| YTD | +13.2% | +47.1% | -33.9% | +5.6% |
| 1Y | +10.6% | +64.0% | -53.4% | +2.7% |
| All | +10.6% | +65.5% | -54.8% | +2.7% |
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 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