+215.2%
XLY vs HST
+110.3%
+104.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | -1.7% | +0.9% | -2.6% | -2.0% |
| 30D | -4.2% | -2.5% | -1.7% | -3.3% |
| 3M | -2.7% | -5.1% | +2.4% | -1.0% |
| 6M | -0.6% | +21.6% | -22.3% | -8.0% |
| YTD | -5.0% | +31.6% | -36.7% | -14.8% |
| 1Y | -4.1% | +36.1% | -40.2% | -15.3% |
| 3Y | +33.6% | +66.5% | -32.9% | +8.6% |
| 5Y | +28.7% | +76.6% | -47.9% | +1.8% |
| All | +215.2% | +110.3% | +104.9% | +126.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling