+896.5%
XLV vs HST
+429.1%
+467.4%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -3.7% | -0.3% | -3.4% | -3.6% |
| 30D | -1.1% | -2.8% | +1.7% | -0.6% |
| 3M | +8.2% | -6.5% | +14.7% | +9.5% |
| 6M | +8.9% | +20.7% | -11.8% | +4.9% |
| YTD | +8.5% | +30.5% | -21.9% | +2.9% |
| 1Y | +22.3% | +36.8% | -14.5% | +14.7% |
| 3Y | +32.6% | +65.9% | -33.2% | +18.9% |
| 5Y | +34.4% | +73.9% | -39.5% | +17.1% |
| 10Y | +175.4% | +107.0% | +68.4% | +120.5% |
| All | +896.5% | +429.1% | +467.4% | +439.3% |
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 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