+228.7%
HL vs XLU
+42.8%
+185.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -0.9% |
| 7D | -4.4% | -1.6% | -2.8% | -2.9% |
| 30D | +9.3% | -3.3% | +12.6% | +12.7% |
| 3M | +32.0% | -3.2% | +35.1% | +35.5% |
| 6M | -6.4% | -7.0% | +0.5% | -0.7% |
| YTD | +3.1% | +0.6% | +2.5% | +1.4% |
| 1Y | +77.6% | +2.4% | +75.1% | +71.9% |
| 3Y | +392.8% | +46.3% | +346.6% | +228.8% |
| All | +228.7% | +42.8% | +185.9% | +131.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling