+255.7%
HL vs XLC
+137.2%
+118.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -2.9% | -2.7% |
| 7D | -11.1% | +3.7% | -14.8% | -13.7% |
| 30D | -12.1% | -1.9% | -10.2% | -10.4% |
| 3M | -26.1% | -3.1% | -23.0% | -24.2% |
| 6M | -37.7% | -6.4% | -31.4% | -34.6% |
| YTD | -31.7% | -6.8% | -24.9% | -27.9% |
| 1Y | -11.6% | -1.7% | -10.0% | -10.6% |
| 3Y | +249.6% | +64.7% | +185.0% | +129.3% |
| 5Y | +108.5% | +41.1% | +67.4% | +51.9% |
| All | +255.7% | +137.2% | +118.5% | +79.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling