+43.4%
XLK vs HST
+38.1%
+5.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | +0.9% | -1.0% | +1.9% | +1.0% |
| 30D | +0.7% | -12.3% | +13.0% | +3.2% |
| 3M | -2.9% | -6.4% | +3.4% | -2.3% |
| 6M | +34.3% | +15.0% | +19.2% | +27.8% |
| YTD | +30.4% | +30.5% | -0.1% | +23.2% |
| 1Y | +43.4% | +35.7% | +7.7% | +34.0% |
| All | +43.4% | +38.1% | +5.3% | +34.0% |
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