+12.3%
XLI vs HLT
+46.7%
-34.3%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.6% | -2.1% |
| 7D | +0.6% | +7.7% | -7.1% | -1.6% |
| 30D | -0.4% | +19.1% | -19.5% | -5.5% |
| 3M | -8.8% | +20.7% | -29.6% | -14.0% |
| 6M | -0.4% | +21.0% | -21.4% | -6.6% |
| YTD | +10.1% | +31.3% | -21.1% | +0.4% |
| 1Y | +12.3% | +45.9% | -33.6% | -1.4% |
| All | +12.3% | +46.7% | -34.3% | -1.4% |
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