+490.2%
HL vs XLU
+630.6%
-140.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.7% |
| 7D | +0.4% | +0.6% | -0.2% | -0.1% |
| 30D | +18.8% | -0.4% | +19.3% | +19.1% |
| 3M | +43.7% | -1.7% | +45.5% | +45.2% |
| 6M | -1.0% | -7.1% | +6.1% | +3.8% |
| YTD | +8.7% | +1.9% | +6.8% | +6.7% |
| 1Y | +105.0% | +6.1% | +98.9% | +96.0% |
| 3Y | +427.3% | +48.8% | +378.5% | +299.1% |
| 5Y | +249.3% | +43.8% | +205.5% | +172.0% |
| 10Y | +284.2% | +143.2% | +141.0% | +103.9% |
| All | +490.2% | +630.6% | -140.4% | +77.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling