+322.6%
XLF vs HLT
+641.8%
-319.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.5% | -1.6% | +0.1% | -0.7% |
| 30D | -1.2% | -5.0% | +3.9% | +1.1% |
| 3M | +9.2% | -10.4% | +19.6% | +14.4% |
| 6M | +16.3% | +3.2% | +13.1% | +13.8% |
| YTD | +5.4% | +6.7% | -1.3% | +1.4% |
| 1Y | +7.6% | +10.3% | -2.7% | +1.6% |
| 3Y | +74.2% | +99.3% | -25.1% | +23.9% |
| 5Y | +66.1% | +143.7% | -77.6% | +4.6% |
| 10Y | +252.8% | +584.7% | -332.0% | +39.8% |
| All | +322.6% | +641.8% | -319.3% | +63.7% |
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 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