+32.4%
XLY vs HST
+66.0%
-33.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.7% |
| 7D | -3.9% | +0.7% | -4.5% | -4.2% |
| 30D | -6.1% | -0.7% | -5.4% | -5.9% |
| 3M | -1.2% | -4.0% | +2.9% | +0.4% |
| 6M | -1.8% | +20.7% | -22.5% | -11.4% |
| YTD | -5.9% | +31.0% | -36.9% | -18.8% |
| 1Y | -3.1% | +36.2% | -39.3% | -18.4% |
| All | +32.4% | +66.0% | -33.6% | -2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling