+139.5%
XLP vs HST
+133.7%
+5.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +2.5% | +3.6% | -1.1% | +1.9% |
| 30D | +7.3% | +11.2% | -3.9% | +5.5% |
| 3M | +8.1% | +13.1% | -5.0% | +5.9% |
| 6M | +10.5% | +23.9% | -13.4% | +6.6% |
| YTD | +21.2% | +52.3% | -31.1% | +13.0% |
| 1Y | +22.7% | +56.7% | -34.0% | +13.8% |
| 3Y | +44.8% | +87.5% | -42.7% | +29.2% |
| 5Y | +44.7% | +82.8% | -38.1% | +27.7% |
| All | +139.5% | +133.7% | +5.8% | +101.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling