+14.6%
XRT vs HST
+57.3%
-42.7%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +0.9% | -2.7% | +3.6% | +2.2% |
| 30D | +7.9% | +10.7% | -2.8% | +2.9% |
| 3M | -0.2% | +6.3% | -6.4% | -3.1% |
| 6M | +5.6% | +19.0% | -13.4% | -3.9% |
| YTD | +5.7% | +47.0% | -41.4% | -14.6% |
| 1Y | +14.6% | +53.4% | -38.9% | -10.0% |
| All | +14.6% | +57.3% | -42.7% | -10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling