+111.4%
XLK vs HST
+82.3%
+29.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | +3.4% | +3.6% | -0.2% | +1.8% |
| 30D | -10.6% | +11.2% | -21.8% | -14.5% |
| 3M | -10.6% | +13.1% | -23.7% | -15.3% |
| 6M | -3.5% | +23.9% | -27.4% | -12.6% |
| YTD | +18.7% | +52.3% | -33.6% | -2.2% |
| 1Y | +19.4% | +56.7% | -37.2% | -3.1% |
| 3Y | +94.5% | +87.5% | +6.9% | +41.6% |
| All | +111.4% | +82.3% | +29.1% | +53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling