+215.2%
XLY vs HLT
+590.2%
-375.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -1.7% | -1.6% | -0.1% | -0.9% |
| 30D | -4.2% | -5.0% | +0.8% | -1.8% |
| 3M | -2.7% | -10.4% | +7.7% | +2.3% |
| 6M | -0.6% | +3.2% | -3.9% | -2.7% |
| YTD | -5.0% | +6.7% | -11.8% | -8.7% |
| 1Y | -4.1% | +10.3% | -14.4% | -9.6% |
| 3Y | +33.6% | +99.3% | -65.7% | -5.7% |
| 5Y | +28.7% | +143.7% | -115.0% | -17.9% |
| All | +215.2% | +590.2% | -375.0% | +31.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling