+278.5%
XLV vs HLT
+641.8%
-363.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -3.6% | -1.6% | -1.9% | -3.1% |
| 30D | -1.8% | -5.0% | +3.2% | -0.5% |
| 3M | +7.8% | -10.4% | +18.2% | +10.7% |
| 6M | +9.1% | +3.2% | +5.9% | +7.8% |
| YTD | +7.7% | +6.7% | +1.0% | +5.3% |
| 1Y | +20.4% | +10.3% | +10.1% | +16.6% |
| 3Y | +30.8% | +99.3% | -68.6% | +6.9% |
| 5Y | +34.6% | +143.7% | -109.1% | +1.7% |
| 10Y | +173.4% | +584.7% | -411.4% | +42.4% |
| All | +278.5% | +641.8% | -363.3% | +94.7% |
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