+270.8%
HL vs XLB
+823.1%
-552.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.7% |
| 7D | -11.1% | +0.5% | -11.7% | -11.5% |
| 30D | -12.1% | +5.2% | -17.2% | -16.2% |
| 3M | -26.1% | +0.3% | -26.4% | -25.8% |
| 6M | -37.7% | +1.2% | -38.9% | -37.4% |
| YTD | -31.7% | +16.6% | -48.3% | -39.3% |
| 1Y | -11.6% | +21.4% | -33.1% | -24.1% |
| 3Y | +249.6% | +43.2% | +206.4% | +161.4% |
| 5Y | +108.5% | +28.0% | +80.5% | +77.8% |
| 10Y | +127.0% | +164.8% | -37.8% | -1.2% |
| All | +270.8% | +823.1% | -552.3% | +10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling