+58.3%
XLE vs HLT
+99.5%
-41.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | +0.3% | -1.5% | +1.8% | +0.6% |
| 30D | +8.5% | -1.2% | +9.8% | +8.7% |
| 3M | +14.6% | -10.3% | +25.0% | +16.9% |
| 6M | +17.6% | +1.3% | +16.3% | +15.6% |
| YTD | +48.1% | +7.0% | +41.1% | +42.5% |
| 1Y | +53.8% | +11.9% | +41.9% | +45.2% |
| All | +58.3% | +99.5% | -41.2% | +27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling