+81.8%
XLI vs HLT
+142.1%
-60.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.4% |
| 3M | -1.3% | -10.4% | +9.0% | +2.9% |
| 6M | +2.2% | +3.2% | -1.0% | +0.4% |
| YTD | +11.7% | +6.7% | +5.0% | +8.0% |
| 1Y | +14.3% | +10.3% | +4.0% | +8.6% |
| 3Y | +70.3% | +99.3% | -29.0% | +26.3% |
| All | +81.8% | +142.1% | -60.2% | +22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling