+143.7%
XLC vs HLT
+275.5%
-131.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +0.5% | -1.6% | +2.1% | +1.1% |
| 30D | +2.1% | -5.0% | +7.1% | +4.1% |
| 3M | +0.7% | -10.4% | +11.1% | +4.8% |
| 6M | -3.2% | +3.2% | -6.4% | -5.0% |
| YTD | -3.8% | +6.7% | -10.5% | -7.1% |
| 1Y | -2.0% | +10.3% | -12.3% | -6.9% |
| 3Y | +71.4% | +99.3% | -28.0% | +27.4% |
| 5Y | +40.7% | +143.7% | -103.0% | -4.8% |
| All | +143.7% | +275.5% | -131.8% | +31.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling