+1,365.8%
XLK vs HST
+524.4%
+841.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.8% | +3.4% |
| 7D | -1.2% | -1.3% | +0.1% | -0.8% |
| 30D | -11.2% | +13.4% | -24.6% | -14.4% |
| 3M | -6.2% | +16.7% | -22.9% | -10.3% |
| 6M | -1.7% | +24.0% | -25.8% | -8.0% |
| YTD | +21.5% | +54.0% | -32.4% | +6.7% |
| 1Y | +19.6% | +55.0% | -35.4% | +4.7% |
| 3Y | +97.9% | +89.3% | +8.6% | +62.2% |
| 5Y | +118.9% | +85.4% | +33.5% | +78.0% |
| 10Y | +726.5% | +137.1% | +589.4% | +485.1% |
| All | +1,365.8% | +524.4% | +841.4% | +515.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling