+561.3%
XLP vs HST
+496.6%
+64.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.0% |
| 3M | +7.6% | -1.1% | +8.7% | +7.7% |
| 6M | +10.0% | +21.1% | -11.1% | +6.7% |
| YTD | +19.7% | +47.1% | -27.4% | +12.7% |
| 1Y | +23.5% | +64.0% | -40.6% | +14.2% |
| 3Y | +44.0% | +77.1% | -33.1% | +30.5% |
| 5Y | +42.7% | +71.8% | -29.1% | +28.1% |
| 10Y | +131.3% | +146.3% | -15.0% | +88.7% |
| All | +561.3% | +496.6% | +64.7% | +323.4% |
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