+412.9%
XLF vs HL
+490.2%
-77.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.6% |
| 7D | -1.0% | +0.4% | -1.4% | -1.1% |
| 30D | -1.3% | +18.8% | -20.1% | -2.7% |
| 3M | +9.1% | +43.7% | -34.6% | +5.8% |
| 6M | +14.4% | -1.0% | +15.4% | +13.5% |
| YTD | +5.1% | +8.7% | -3.6% | +2.9% |
| 1Y | +8.6% | +105.0% | -96.4% | +0.8% |
| 3Y | +74.4% | +427.3% | -352.8% | +47.2% |
| 5Y | +64.4% | +249.3% | -184.9% | +40.3% |
| 10Y | +251.6% | +284.2% | -32.6% | +176.9% |
| All | +412.9% | +490.2% | -77.3% | +290.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling