+25.0%
HL vs XLU
+0.7%
+24.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +0.4% | +12.7% | +12.9% |
| 7D | +0.2% | +2.6% | -2.4% | -1.3% |
| 30D | -12.1% | +9.1% | -21.2% | -16.9% |
| 3M | -2.8% | -0.4% | -2.4% | -2.7% |
| 6M | -14.9% | -4.7% | -10.3% | -12.2% |
| YTD | -22.0% | +4.3% | -26.3% | -25.9% |
| 1Y | +25.0% | +1.0% | +24.0% | +24.6% |
| All | +25.0% | +0.7% | +24.3% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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