+45.9%
HLT vs XLB
+29.8%
+16.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +1.0% | +2.1% |
| 7D | +7.7% | +3.9% | +3.8% | +5.4% |
| 30D | +19.1% | +8.9% | +10.2% | +13.6% |
| 3M | +20.7% | +4.1% | +16.6% | +17.9% |
| 6M | +21.0% | +7.3% | +13.7% | +15.3% |
| YTD | +31.3% | +20.4% | +10.9% | +10.5% |
| 1Y | +45.9% | +29.5% | +16.3% | +13.2% |
| All | +45.9% | +29.8% | +16.0% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 1y: compounded portfolio wealth divided by compounded XLB 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…
1y analysis · Full analysis span regression · 6 months rolling