+141.2%
XLE vs HLT
+653.9%
-512.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.4% |
| 7D | +2.2% | -3.3% | +5.5% | +3.7% |
| 30D | +11.8% | -4.1% | +15.9% | +13.7% |
| 3M | +9.8% | -7.9% | +17.8% | +13.3% |
| 6M | +15.6% | +2.2% | +13.4% | +12.5% |
| YTD | +45.3% | +8.5% | +36.8% | +37.0% |
| 1Y | +48.3% | +12.1% | +36.2% | +37.1% |
| 3Y | +55.4% | +107.6% | -52.2% | +4.4% |
| 5Y | +216.1% | +156.4% | +59.7% | +81.5% |
| 10Y | +178.4% | +566.3% | -387.9% | +1.7% |
| All | +141.2% | +653.9% | -512.7% | -15.4% |
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