+35.5%
XLV vs HL
+235.2%
-199.7%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | -3.6% | -4.4% | +0.8% | -3.3% |
| 30D | -1.8% | +9.3% | -11.1% | -2.4% |
| 3M | +7.8% | +32.0% | -24.2% | +5.8% |
| 6M | +9.1% | -6.4% | +15.5% | +9.0% |
| YTD | +7.7% | +3.1% | +4.6% | +6.3% |
| 1Y | +20.4% | +77.6% | -57.1% | +14.2% |
| 3Y | +30.8% | +392.8% | -362.1% | +12.2% |
| All | +35.5% | +235.2% | -199.7% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 5y: compounded portfolio wealth divided by compounded HL 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…
5y analysis · Full analysis span regression · 6 months rolling