+776.9%
XLK vs HST
+109.4%
+667.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.6% |
| 7D | -0.4% | +0.7% | -1.1% | -0.6% |
| 30D | -0.5% | -0.7% | +0.2% | -0.3% |
| 3M | +5.0% | -4.0% | +9.0% | +6.1% |
| 6M | +32.9% | +20.7% | +12.2% | +24.2% |
| YTD | +29.0% | +31.0% | -2.1% | +17.2% |
| 1Y | +37.8% | +36.2% | +1.6% | +23.2% |
| 3Y | +118.7% | +66.6% | +52.0% | +81.0% |
| 5Y | +145.6% | +75.8% | +69.8% | +98.5% |
| All | +776.9% | +109.4% | +667.5% | +566.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling