+120.7%
XLK vs HST
+65.3%
+55.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | +2.3% | -0.3% | +2.6% | +2.5% |
| 30D | +0.8% | -2.8% | +3.6% | +1.9% |
| 3M | +4.1% | -6.5% | +10.5% | +6.3% |
| 6M | +34.8% | +20.7% | +14.0% | +23.0% |
| YTD | +30.8% | +30.5% | +0.4% | +15.3% |
| 1Y | +42.4% | +36.8% | +5.6% | +22.3% |
| All | +120.7% | +65.3% | +55.4% | +70.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling