+292.5%
XBI vs HLT
+641.8%
-349.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -4.6% | -1.6% | -3.0% | -3.9% |
| 30D | -2.0% | -5.0% | +3.0% | +0.4% |
| 3M | +17.8% | -10.4% | +28.2% | +23.8% |
| 6M | +23.7% | +3.2% | +20.5% | +21.2% |
| YTD | +28.2% | +6.7% | +21.5% | +23.3% |
| 1Y | +64.0% | +10.3% | +53.7% | +54.4% |
| 3Y | +99.4% | +99.3% | +0.1% | +38.3% |
| 5Y | +19.3% | +143.7% | -124.4% | -26.0% |
| 10Y | +158.7% | +584.7% | -426.0% | -15.3% |
| All | +292.5% | +641.8% | -349.3% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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