+14.7%
XLF vs HLT
+46.7%
-31.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.5% | 0.0% | +2.6% |
| 7D | +5.5% | +7.7% | -2.2% | +3.4% |
| 30D | +9.9% | +19.1% | -9.2% | +5.0% |
| 3M | +2.6% | +20.7% | -18.1% | -2.3% |
| 6M | +15.6% | +21.0% | -5.5% | +9.4% |
| YTD | +9.4% | +31.3% | -21.9% | +0.8% |
| 1Y | +14.7% | +45.9% | -31.2% | +1.7% |
| All | +14.7% | +46.7% | -31.9% | +1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling