+133.9%
HL vs XLB
+17.4%
+116.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -1.8% |
| 7D | +1.5% | -1.4% | +2.9% | +4.7% |
| 30D | +25.1% | -0.4% | +25.4% | +26.5% |
| 3M | +22.9% | +2.0% | +20.9% | +19.4% |
| 6M | -4.9% | +1.8% | -6.7% | -5.9% |
| YTD | +7.8% | +16.6% | -8.8% | -13.3% |
| 1Y | +133.9% | +16.9% | +116.9% | +81.0% |
| All | +133.9% | +17.4% | +116.5% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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