+205.0%
XLP vs HLT
+813.2%
-608.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.2% | +0.6% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | +8.3% | +15.1% | -6.7% | +5.6% |
| 3M | +8.7% | +19.8% | -11.1% | +5.1% |
| 6M | +11.2% | +19.6% | -8.4% | +7.4% |
| YTD | +20.0% | +31.4% | -11.4% | +13.7% |
| 1Y | +21.3% | +38.0% | -16.7% | +13.9% |
| 3Y | +43.8% | +134.7% | -90.8% | +21.5% |
| 5Y | +43.3% | +166.2% | -122.8% | +16.6% |
| 10Y | +136.8% | +705.6% | -568.8% | +50.0% |
| All | +205.0% | +813.2% | -608.1% | +88.9% |
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