+148.7%
XLK vs HLT
+142.1%
+6.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +0.2% | -1.6% | +1.8% | +1.0% |
| 30D | -0.6% | -5.0% | +4.4% | +1.8% |
| 3M | +2.6% | -10.4% | +12.9% | +7.9% |
| 6M | +34.0% | +3.2% | +30.7% | +30.2% |
| YTD | +30.7% | +6.7% | +23.9% | +24.4% |
| 1Y | +39.2% | +10.3% | +28.9% | +29.4% |
| 3Y | +120.4% | +99.3% | +21.1% | +47.3% |
| All | +148.7% | +142.1% | +6.7% | +50.2% |
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