+649.7%
XLU vs HST
+429.8%
+219.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | +2.1% | +2.0% | +0.1% | +1.7% |
| 30D | -0.4% | -5.2% | +4.9% | +0.5% |
| 3M | +0.5% | -6.2% | +6.7% | +1.5% |
| 6M | -5.8% | +20.4% | -26.2% | -9.1% |
| YTD | +3.1% | +30.6% | -27.5% | -2.0% |
| 1Y | +8.1% | +37.4% | -29.2% | +1.7% |
| 3Y | +50.5% | +66.1% | -15.6% | +35.5% |
| 5Y | +44.7% | +73.7% | -29.0% | +26.9% |
| 10Y | +136.8% | +99.8% | +37.0% | +92.7% |
| All | +649.7% | +429.8% | +219.9% | +358.6% |
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