+139.9%
XLC vs HLT
+276.5%
-136.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.9% |
| 7D | -1.4% | -1.5% | 0.0% | -0.9% |
| 30D | -0.9% | -1.2% | +0.4% | -0.5% |
| 3M | -0.3% | -10.3% | +10.0% | +3.7% |
| 6M | -5.2% | +1.3% | -6.4% | -6.2% |
| YTD | -5.3% | +7.0% | -12.3% | -8.6% |
| 1Y | -2.8% | +11.9% | -14.7% | -8.2% |
| 3Y | +71.2% | +100.7% | -29.5% | +27.0% |
| 5Y | +37.6% | +147.5% | -110.0% | -7.4% |
| All | +139.9% | +276.5% | -136.6% | +29.4% |
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