+28.7%
XLY vs HLT
+141.1%
-112.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.9% |
| 7D | -1.8% | -0.2% | -1.6% | -1.7% |
| 30D | -4.5% | -5.0% | +0.5% | -1.7% |
| 3M | -3.0% | -10.2% | +7.2% | +2.8% |
| 6M | +2.2% | +6.6% | -4.4% | -2.5% |
| YTD | -5.1% | +8.3% | -13.4% | -10.6% |
| 1Y | -4.7% | +13.3% | -18.0% | -13.0% |
| 3Y | +32.3% | +100.4% | -68.1% | -15.6% |
| 5Y | +28.7% | +138.9% | -110.2% | -26.2% |
| All | +28.7% | +141.1% | -112.4% | -26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling