+575.2%
HLT vs XHB
+215.4%
+359.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -1.0% |
| 7D | -1.6% | -4.6% | +3.0% | +1.1% |
| 30D | -5.0% | -9.1% | +4.1% | +0.4% |
| 3M | -10.4% | -8.6% | -1.8% | -6.3% |
| 6M | +3.2% | -4.0% | +7.3% | +4.6% |
| YTD | +6.7% | -3.9% | +10.7% | +7.7% |
| 1Y | +10.3% | -16.5% | +26.7% | +20.6% |
| 3Y | +99.3% | +22.6% | +76.8% | +64.9% |
| 5Y | +143.7% | +33.9% | +109.7% | +86.3% |
| All | +575.2% | +215.4% | +359.8% | +186.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling