+417.4%
HL vs EXR
+23.6%
+393.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | +7.1% | -0.7% | +7.7% | +7.4% |
| 30D | +21.4% | -6.9% | +28.4% | +25.6% |
| 3M | +37.4% | -3.0% | +40.4% | +38.2% |
| 6M | +0.4% | -2.9% | +3.3% | +1.1% |
| YTD | +6.7% | +9.3% | -2.6% | +1.9% |
| 1Y | +102.4% | -0.9% | +103.3% | +101.6% |
| 3Y | +417.4% | +24.7% | +392.7% | +377.5% |
| All | +417.4% | +23.6% | +393.8% | +377.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling