+49.9%
XLE vs HLT
+46.7%
+3.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.5% | -8.2% | -3.9% |
| 7D | -7.2% | +7.7% | -14.9% | -5.5% |
| 30D | +0.1% | +19.1% | -19.0% | +4.3% |
| 3M | +9.2% | +20.7% | -11.5% | +14.2% |
| 6M | +8.4% | +21.0% | -12.7% | +13.5% |
| YTD | +44.9% | +31.3% | +13.6% | +50.7% |
| 1Y | +49.9% | +45.9% | +4.0% | +54.0% |
| All | +49.9% | +46.7% | +3.2% | +54.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling