+163.9%
HL vs EXR
+3,075.0%
-2,911.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.6% | -4.8% | -5.2% |
| 7D | -7.6% | -1.2% | -6.4% | -7.1% |
| 30D | -17.5% | +18.3% | -35.8% | -23.7% |
| 3M | -26.2% | +9.1% | -35.3% | -29.2% |
| 6M | -35.1% | +11.7% | -46.8% | -38.7% |
| YTD | -30.4% | +25.7% | -56.1% | -37.5% |
| 1Y | -14.0% | +24.9% | -38.9% | -22.5% |
| 3Y | +256.3% | +51.4% | +204.9% | +187.9% |
| 5Y | +112.5% | -1.9% | +114.4% | +104.6% |
| 10Y | +131.3% | +214.0% | -82.7% | +17.1% |
| All | +163.9% | +3,075.0% | -2,911.2% | -63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling