+45.8%
XLU vs HST
+71.2%
-25.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.2% |
| 7D | +0.6% | -0.3% | +0.9% | +0.7% |
| 30D | -0.4% | -2.8% | +2.3% | 0.0% |
| 3M | -1.7% | -6.5% | +4.7% | -0.8% |
| 6M | -7.1% | +20.7% | -27.8% | -10.2% |
| YTD | +1.9% | +30.5% | -28.5% | -2.9% |
| 1Y | +6.1% | +36.8% | -30.7% | +0.2% |
| 3Y | +48.8% | +65.9% | -17.1% | +34.2% |
| All | +45.8% | +71.2% | -25.4% | +33.3% |
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