+548.2%
XRT vs HST
+155.7%
+392.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.2% |
| 7D | -1.4% | -1.3% | -0.2% | -1.0% |
| 30D | +9.8% | +13.4% | -3.6% | +4.5% |
| 3M | +3.3% | +16.7% | -13.4% | -2.9% |
| 6M | +13.6% | +24.0% | -10.4% | +4.1% |
| YTD | +9.1% | +54.0% | -44.9% | -8.3% |
| 1Y | +15.1% | +55.0% | -40.0% | -3.5% |
| 3Y | +59.9% | +89.3% | -29.4% | +23.3% |
| 5Y | -1.7% | +85.4% | -87.2% | -24.6% |
| 10Y | +141.1% | +137.1% | +4.0% | +56.6% |
| All | +548.2% | +155.7% | +392.4% | +240.6% |
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 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