+437.1%
HL vs XLC
+145.0%
+292.2%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -2.0% |
| 7D | -4.4% | +0.5% | -4.9% | -4.8% |
| 30D | +9.3% | +2.1% | +7.2% | +7.4% |
| 3M | +32.0% | +0.7% | +31.3% | +30.4% |
| 6M | -6.4% | -3.2% | -3.2% | -4.0% |
| YTD | +3.1% | -3.8% | +6.9% | +6.2% |
| 1Y | +77.6% | -2.0% | +79.6% | +80.0% |
| 3Y | +392.8% | +71.4% | +321.5% | +212.1% |
| 5Y | +234.1% | +40.7% | +193.4% | +144.3% |
| All | +437.1% | +145.0% | +292.2% | +163.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 10y: compounded portfolio wealth divided by compounded XLC 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…
10y analysis · Full analysis span regression · 6 months rolling