+106.2%
XLP vs HLT
+572.6%
-466.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.3% |
| 7D | -2.9% | -1.5% | -1.4% | -2.7% |
| 30D | -2.2% | -1.2% | -1.0% | -2.0% |
| 3M | -0.6% | -10.3% | +9.8% | +1.2% |
| 6M | -2.2% | +1.3% | -3.4% | -2.6% |
| YTD | +8.3% | +7.0% | +1.2% | +6.6% |
| 1Y | +5.7% | +11.9% | -6.1% | +3.2% |
| 3Y | +25.7% | +100.7% | -75.0% | +9.9% |
| 5Y | +31.3% | +147.5% | -116.2% | +9.1% |
| 10Y | +106.2% | +586.5% | -480.4% | +42.7% |
| All | +106.2% | +572.6% | -466.5% | +42.7% |
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