+70.3%
XLI vs HLT
+99.0%
-28.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -1.7% | -1.6% | -0.1% | -1.0% |
| 30D | -7.3% | -5.0% | -2.2% | -5.2% |
| 3M | -1.3% | -10.4% | +9.0% | +3.3% |
| 6M | +2.2% | +3.2% | -1.0% | 0.0% |
| YTD | +11.7% | +6.7% | +5.0% | +7.3% |
| 1Y | +14.3% | +10.3% | +4.0% | +7.7% |
| 3Y | +70.3% | +99.3% | -29.0% | +20.0% |
| All | +70.3% | +99.0% | -28.7% | +20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling