+42.7%
XLP vs HST
+70.3%
-27.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.7% | +4.9% | +0.1% |
| 7D | +3.5% | -4.2% | +7.6% | +4.1% |
| 30D | +11.6% | +9.6% | +2.0% | +9.9% |
| 3M | +7.6% | -1.1% | +8.7% | +7.7% |
| 6M | +10.0% | +21.1% | -11.1% | +6.6% |
| YTD | +19.7% | +47.1% | -27.4% | +12.3% |
| 1Y | +23.5% | +64.0% | -40.6% | +13.7% |
| 3Y | +44.0% | +77.1% | -33.1% | +29.4% |
| 5Y | +42.7% | +71.8% | -29.1% | +31.8% |
| All | +42.7% | +70.3% | -27.6% | +31.8% |
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