+889.2%
XLV vs HL
+459.9%
+429.3%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | -3.6% | -4.4% | +0.8% | -3.4% |
| 30D | -1.8% | +9.3% | -11.1% | -2.2% |
| 3M | +7.8% | +32.0% | -24.2% | +6.5% |
| 6M | +9.1% | -6.4% | +15.5% | +9.0% |
| YTD | +7.7% | +3.1% | +4.6% | +6.9% |
| 1Y | +20.4% | +77.6% | -57.1% | +16.7% |
| 3Y | +30.8% | +392.8% | -362.1% | +20.5% |
| 5Y | +34.6% | +234.1% | -199.5% | +24.6% |
| 10Y | +173.4% | +264.5% | -91.1% | +143.3% |
| All | +889.2% | +459.9% | +429.3% | +759.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling