+227.7%
XLE vs HLT
+153.7%
+74.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | +0.3% | -1.5% | +1.8% | +0.7% |
| 30D | +8.5% | -1.2% | +9.8% | +8.8% |
| 3M | +14.6% | -10.3% | +25.0% | +17.8% |
| 6M | +17.6% | +1.3% | +16.3% | +15.7% |
| YTD | +48.1% | +7.0% | +41.1% | +42.7% |
| 1Y | +53.8% | +11.9% | +41.9% | +45.5% |
| 3Y | +56.2% | +100.7% | -44.4% | +20.0% |
| 5Y | +227.7% | +147.5% | +80.2% | +114.1% |
| All | +227.7% | +153.7% | +74.0% | +114.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling