-1.6%
XLY vs HLT
+42.8%
-44.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.8% | -2.0% | -3.1% |
| 7D | +1.2% | +3.6% | -2.3% | 0.0% |
| 30D | +5.3% | +14.6% | -9.3% | +0.4% |
| 3M | -0.6% | +13.9% | -14.6% | -5.1% |
| 6M | +0.1% | +18.3% | -18.2% | -6.3% |
| YTD | -0.9% | +28.9% | -29.7% | -10.2% |
| 1Y | -1.6% | +40.0% | -41.6% | -14.2% |
| All | -1.6% | +42.8% | -44.4% | -14.2% |
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