+34.1%
XLP vs HST
+74.0%
-39.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -1.0% | -1.0% | 0.0% | -0.9% |
| 30D | -0.9% | -12.3% | +11.4% | +1.1% |
| 3M | +3.8% | -6.4% | +10.2% | +4.8% |
| 6M | -1.7% | +15.0% | -16.7% | -4.0% |
| YTD | +10.3% | +30.5% | -20.3% | +5.4% |
| 1Y | +7.8% | +35.7% | -27.9% | +2.3% |
| 3Y | +27.2% | +68.4% | -41.2% | +15.1% |
| All | +34.1% | +74.0% | -39.9% | +21.8% |
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