+636.8%
HLT vs XRT
+135.2%
+501.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.5% | +1.8% |
| 7D | -1.5% | -2.4% | +1.0% | 0.0% |
| 30D | -1.2% | -6.9% | +5.7% | +3.0% |
| 3M | -10.3% | -0.4% | -9.9% | -10.5% |
| 6M | +1.3% | +2.2% | -1.0% | -0.5% |
| YTD | +7.0% | -0.7% | +7.7% | +6.9% |
| 1Y | +11.9% | -2.0% | +13.9% | +12.3% |
| 3Y | +100.7% | +41.0% | +59.6% | +59.4% |
| 5Y | +147.5% | -3.3% | +150.8% | +140.0% |
| 10Y | +586.5% | +124.8% | +461.7% | +237.3% |
| All | +636.8% | +135.2% | +501.7% | +242.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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