+241.4%
XLU vs HLT
+641.8%
-400.4%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.6% | -1.6% | 0.0% | -1.3% |
| 30D | -3.3% | -5.0% | +1.7% | -2.5% |
| 3M | -3.2% | -10.4% | +7.2% | -1.4% |
| 6M | -7.0% | +3.2% | -10.2% | -7.7% |
| YTD | +0.6% | +6.7% | -6.1% | -0.8% |
| 1Y | +2.4% | +10.3% | -7.8% | +0.3% |
| 3Y | +46.3% | +99.3% | -53.1% | +28.4% |
| 5Y | +44.0% | +143.7% | -99.7% | +20.2% |
| 10Y | +140.1% | +584.7% | -444.7% | +66.8% |
| All | +241.4% | +641.8% | -400.4% | +140.1% |
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