+28.4%
XLY vs HST
+74.5%
-46.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | -1.7% | +0.9% | -2.6% | -2.1% |
| 30D | -4.2% | -2.5% | -1.7% | -3.0% |
| 3M | -2.7% | -5.1% | +2.4% | -0.5% |
| 6M | -0.6% | +21.6% | -22.3% | -10.5% |
| YTD | -5.0% | +31.6% | -36.7% | -18.0% |
| 1Y | -4.1% | +36.1% | -40.2% | -19.0% |
| 3Y | +33.6% | +66.5% | -32.9% | -0.2% |
| All | +28.4% | +74.5% | -46.1% | -6.0% |
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