+459.9%
HL vs XLY
+1,114.2%
-654.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.7% |
| 7D | -4.4% | -1.7% | -2.7% | -3.4% |
| 30D | +9.3% | -4.2% | +13.5% | +12.2% |
| 3M | +32.0% | -2.7% | +34.7% | +34.0% |
| 6M | -6.4% | -0.6% | -5.8% | -5.7% |
| YTD | +3.1% | -5.0% | +8.2% | +7.0% |
| 1Y | +77.6% | -4.1% | +81.7% | +83.0% |
| 3Y | +392.8% | +33.6% | +359.2% | +313.7% |
| 5Y | +234.1% | +28.7% | +205.4% | +181.9% |
| 10Y | +264.5% | +219.6% | +44.8% | +91.1% |
| All | +459.9% | +1,114.2% | -654.3% | +57.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling