+77.6%
HL vs XLB
+14.5%
+63.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -2.0% |
| 7D | -4.4% | -2.8% | -1.5% | +1.6% |
| 30D | +9.3% | -3.1% | +12.4% | +17.1% |
| 3M | +32.0% | -0.2% | +32.1% | +33.2% |
| 6M | -6.4% | +3.1% | -9.5% | -10.3% |
| YTD | +3.1% | +13.3% | -10.1% | -13.2% |
| 1Y | +77.6% | +12.0% | +65.5% | +44.5% |
| All | +77.6% | +14.5% | +63.1% | +44.5% |
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