+419.5%
HL vs XLB
+32.2%
+387.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +3.6% |
| 7D | +0.4% | -2.9% | +3.3% | +5.4% |
| 30D | +18.8% | -3.4% | +22.2% | +25.9% |
| 3M | +43.7% | +1.6% | +42.1% | +41.2% |
| 6M | -1.0% | +3.6% | -4.7% | -4.6% |
| YTD | +8.7% | +14.2% | -5.5% | -6.9% |
| 1Y | +105.0% | +15.6% | +89.4% | +73.4% |
| All | +419.5% | +32.2% | +387.2% | +264.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling