+112.8%
HL vs EXR
-1.8%
+114.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.0% |
| 7D | -11.1% | -0.4% | -10.7% | -10.9% |
| 30D | -12.1% | +18.2% | -30.3% | -19.0% |
| 3M | -26.1% | +7.3% | -33.4% | -28.6% |
| 6M | -37.7% | +13.8% | -51.6% | -42.0% |
| YTD | -31.7% | +25.9% | -57.6% | -39.1% |
| 1Y | -11.6% | +25.8% | -37.4% | -21.2% |
| 3Y | +249.6% | +53.7% | +195.9% | +173.9% |
| All | +112.8% | -1.8% | +114.6% | +96.2% |
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