+29.1%
XLV vs HLT
+42.8%
-13.8%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -2.1% |
| 7D | +0.5% | +3.6% | -3.1% | -0.3% |
| 30D | +10.7% | +14.6% | -3.9% | +7.4% |
| 3M | +13.1% | +13.9% | -0.9% | +9.9% |
| 6M | +28.3% | +18.3% | +10.0% | +23.0% |
| YTD | +20.9% | +28.9% | -7.9% | +11.5% |
| 1Y | +29.1% | +40.0% | -11.0% | +14.8% |
| All | +29.1% | +42.8% | -13.8% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling