+148.7%
XLK vs HL
+235.2%
-86.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.5% |
| 7D | +0.2% | -4.4% | +4.6% | +0.8% |
| 30D | -0.6% | +9.3% | -9.9% | -2.1% |
| 3M | +2.6% | +32.0% | -29.4% | -1.9% |
| 6M | +34.0% | -6.4% | +40.4% | +33.4% |
| YTD | +30.7% | +3.1% | +27.5% | +27.0% |
| 1Y | +39.2% | +77.6% | -38.4% | +24.6% |
| 3Y | +120.4% | +392.8% | -272.4% | +64.6% |
| All | +148.7% | +235.2% | -86.5% | +84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling