+513.3%
XRT vs HST
+116.8%
+396.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +0.8% | -1.0% | +1.8% | +1.2% |
| 30D | -4.2% | -12.3% | +8.1% | +0.7% |
| 3M | +5.1% | -6.4% | +11.4% | +7.6% |
| 6M | +2.4% | +15.0% | -12.6% | -3.4% |
| YTD | +3.2% | +30.5% | -27.3% | -7.4% |
| 1Y | +1.5% | +35.7% | -34.1% | -10.5% |
| 3Y | +40.6% | +68.4% | -27.8% | +13.4% |
| 5Y | -1.0% | +73.1% | -74.1% | -21.8% |
| 10Y | +128.4% | +92.7% | +35.7% | +60.6% |
| All | +513.3% | +116.8% | +396.6% | +244.0% |
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 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