+256.9%
HL vs EXR
+151.8%
+105.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.5% |
| 7D | -4.4% | -1.2% | -3.2% | -4.0% |
| 30D | +9.3% | -6.2% | +15.5% | +11.7% |
| 3M | +32.0% | -7.4% | +39.4% | +35.0% |
| 6M | -6.4% | -0.5% | -5.9% | -6.7% |
| YTD | +3.1% | +8.1% | -4.9% | +0.3% |
| 1Y | +77.6% | -2.9% | +80.4% | +78.7% |
| 3Y | +392.8% | +22.9% | +369.9% | +353.2% |
| 5Y | +234.1% | -10.2% | +244.3% | +234.8% |
| All | +256.9% | +151.8% | +105.1% | +182.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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