+166.9%
XLE vs HLT
+162.2%
+4.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +5.4% | +0.7% | +4.7% | +5.2% |
| 30D | -3.9% | +13.7% | -17.7% | -7.2% |
| 3M | +7.0% | +16.3% | -9.3% | +2.6% |
| 6M | +14.2% | +19.9% | -5.7% | +8.1% |
| YTD | +48.2% | +30.1% | +18.1% | +35.5% |
| 1Y | +47.7% | +38.5% | +9.2% | +32.0% |
| 3Y | +70.0% | +131.0% | -61.0% | +26.6% |
| All | +166.9% | +162.2% | +4.7% | +82.1% |
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