+180.3%
XLP vs HLT
+653.9%
-473.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | -1.0% | -3.3% | +2.3% | -0.4% |
| 30D | -0.9% | -4.1% | +3.2% | -0.2% |
| 3M | +3.8% | -7.9% | +11.7% | +5.3% |
| 6M | -1.7% | +2.2% | -3.9% | -2.4% |
| YTD | +10.3% | +8.5% | +1.8% | +8.3% |
| 1Y | +7.8% | +12.1% | -4.3% | +5.1% |
| 3Y | +27.2% | +107.6% | -80.4% | +9.8% |
| 5Y | +32.5% | +156.4% | -123.8% | +8.4% |
| 10Y | +101.8% | +566.3% | -464.5% | +32.4% |
| All | +180.3% | +653.9% | -473.7% | +79.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling