+1,472.6%
XLK vs HST
+429.3%
+1,043.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | +0.9% | -1.0% | +1.9% | +1.1% |
| 30D | +0.7% | -12.3% | +13.0% | +4.5% |
| 3M | -2.9% | -6.4% | +3.4% | -1.3% |
| 6M | +34.3% | +15.0% | +19.2% | +28.4% |
| YTD | +30.4% | +30.5% | -0.1% | +20.1% |
| 1Y | +43.4% | +35.7% | +7.7% | +30.1% |
| 3Y | +116.8% | +68.4% | +48.5% | +83.6% |
| 5Y | +144.0% | +73.1% | +70.9% | +102.5% |
| 10Y | +778.8% | +92.7% | +686.0% | +559.6% |
| All | +1,472.6% | +429.3% | +1,043.3% | +593.2% |
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