+508.9%
XLP vs HST
+429.3%
+79.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.0% |
| 3M | +3.8% | -6.4% | +10.2% | +4.7% |
| 6M | -1.7% | +15.0% | -16.7% | -4.0% |
| YTD | +10.3% | +30.5% | -20.3% | +5.7% |
| 1Y | +7.8% | +35.7% | -27.9% | +2.6% |
| 3Y | +27.2% | +68.4% | -41.2% | +16.2% |
| 5Y | +32.5% | +73.1% | -40.6% | +18.8% |
| 10Y | +101.8% | +92.7% | +9.1% | +70.6% |
| All | +508.9% | +429.3% | +79.6% | +297.1% |
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