+1,111.5%
XLI vs HL
+479.1%
+632.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.4% |
| 7D | +1.0% | +7.1% | -6.1% | +0.5% |
| 30D | -5.8% | +21.4% | -27.3% | -7.2% |
| 3M | +0.7% | +37.4% | -36.7% | -1.7% |
| 6M | +3.2% | +0.4% | +2.8% | +2.5% |
| YTD | +13.0% | +6.7% | +6.4% | +11.3% |
| 1Y | +16.8% | +102.4% | -85.6% | +9.7% |
| 3Y | +72.4% | +417.4% | -345.0% | +49.5% |
| 5Y | +82.8% | +243.3% | -160.6% | +60.0% |
| 10Y | +252.4% | +242.6% | +9.9% | +190.6% |
| All | +1,111.5% | +479.1% | +632.4% | +885.8% |
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