+25.0%
HL vs KRE
+27.2%
-2.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +1.7% | +11.5% | +12.4% |
| 7D | +0.2% | +2.8% | -2.6% | -0.9% |
| 30D | -12.1% | +5.3% | -17.4% | -14.1% |
| 3M | -2.8% | -4.2% | +1.4% | -1.6% |
| 6M | -14.9% | +8.7% | -23.6% | -19.6% |
| YTD | -22.0% | +16.4% | -38.4% | -29.0% |
| 1Y | +25.0% | +26.9% | -1.9% | +10.5% |
| All | +25.0% | +27.2% | -2.2% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KRE.
Daily Out/Under-Performance
Portfolio return minus KRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRE 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 1y: compounded portfolio wealth divided by compounded KRE 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…
1y analysis · Full analysis span regression · 6 months rolling