+249.3%
HL vs EXR
-13.9%
+263.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +3.1% |
| 7D | +0.4% | -3.1% | +3.5% | +1.8% |
| 30D | +18.8% | -7.5% | +26.3% | +23.2% |
| 3M | +43.7% | -7.5% | +51.2% | +48.1% |
| 6M | -1.0% | -5.2% | +4.1% | +0.8% |
| YTD | +8.7% | +6.5% | +2.2% | +5.2% |
| 1Y | +105.0% | -2.0% | +107.0% | +105.6% |
| 3Y | +427.3% | +21.5% | +405.7% | +365.3% |
| 5Y | +249.3% | -11.5% | +260.8% | +263.1% |
| All | +249.3% | -13.9% | +263.2% | +263.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling