+139.5%
XLP vs HLT
+694.7%
-555.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +2.5% | +0.7% | +1.8% | +2.4% |
| 30D | +7.3% | +13.7% | -6.4% | +4.9% |
| 3M | +8.1% | +16.3% | -8.3% | +5.2% |
| 6M | +10.5% | +19.9% | -9.4% | +6.9% |
| YTD | +21.2% | +30.1% | -8.9% | +15.3% |
| 1Y | +22.7% | +38.5% | -15.8% | +15.5% |
| 3Y | +44.8% | +131.0% | -86.2% | +23.6% |
| 5Y | +44.7% | +163.7% | -118.9% | +19.1% |
| All | +139.5% | +694.7% | -555.2% | +67.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling