+99.3%
HLT vs XHB
+23.1%
+76.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.7% |
| 7D | -1.6% | -4.6% | +3.0% | +0.4% |
| 30D | -5.0% | -9.1% | +4.1% | -1.1% |
| 3M | -10.4% | -8.6% | -1.8% | -7.3% |
| 6M | +3.2% | -4.0% | +7.3% | +4.2% |
| YTD | +6.7% | -3.9% | +10.7% | +7.5% |
| 1Y | +10.3% | -16.5% | +26.7% | +17.7% |
| 3Y | +99.3% | +22.6% | +76.8% | +78.5% |
| All | +99.3% | +23.1% | +76.3% | +78.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling