-6.4%
HL vs XLY
-1.2%
-5.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -2.2% |
| 7D | -4.4% | -1.7% | -2.7% | -2.6% |
| 30D | +9.3% | -4.2% | +13.5% | +14.5% |
| 3M | +32.0% | -2.7% | +34.7% | +36.4% |
| 6M | -6.4% | -0.6% | -5.8% | -4.9% |
| All | -6.4% | -1.2% | -5.2% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 6mo: compounded portfolio wealth divided by compounded XLY 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…
6mo analysis · Full analysis span regression · 6 months rolling