+24.3%
XLP vs HST
+76.4%
-52.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.3% | +2.1% | +3.2% |
| 7D | +5.9% | +3.3% | +2.5% | +5.5% |
| 30D | +13.5% | +16.4% | -2.9% | +11.8% |
| 3M | +8.4% | +5.5% | +2.9% | +7.7% |
| 6M | +11.5% | +31.1% | -19.6% | +8.8% |
| YTD | +20.6% | +55.9% | -35.3% | +15.0% |
| 1Y | +24.3% | +75.6% | -51.3% | +17.5% |
| All | +24.3% | +76.4% | -52.1% | +17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling