+636.8%
HLT vs XLB
+202.9%
+433.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.7% |
| 7D | -1.5% | -2.9% | +1.5% | +1.0% |
| 30D | -1.2% | -3.4% | +2.1% | +1.5% |
| 3M | -10.3% | +1.6% | -11.9% | -11.9% |
| 6M | +1.3% | +3.6% | -2.4% | -2.2% |
| YTD | +7.0% | +14.2% | -7.2% | -5.0% |
| 1Y | +11.9% | +15.6% | -3.7% | -1.8% |
| 3Y | +100.7% | +33.1% | +67.6% | +55.7% |
| 5Y | +147.5% | +35.0% | +112.5% | +90.1% |
| 10Y | +586.5% | +164.5% | +422.0% | +203.9% |
| All | +636.8% | +202.9% | +433.9% | +194.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling