+7.6%
XLF vs HL
+82.6%
-75.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.7% |
| 7D | -1.5% | -4.4% | +2.9% | -1.3% |
| 30D | -1.2% | +9.3% | -10.5% | -1.5% |
| 3M | +9.2% | +32.0% | -22.8% | +8.1% |
| 6M | +16.3% | -6.4% | +22.8% | +16.0% |
| YTD | +5.4% | +3.1% | +2.3% | +4.5% |
| 1Y | +7.6% | +77.6% | -70.0% | +6.6% |
| All | +7.6% | +82.6% | -75.0% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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