+378.9%
HL vs KRE
+151.4%
+227.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.5% |
| 7D | +7.1% | +2.3% | +4.7% | +6.0% |
| 30D | +21.4% | -2.5% | +23.9% | +22.8% |
| 3M | +37.4% | +6.2% | +31.2% | +33.2% |
| 6M | +0.4% | +15.8% | -15.4% | -6.6% |
| YTD | +6.7% | +16.0% | -9.3% | -1.0% |
| 1Y | +102.4% | +16.2% | +86.2% | +86.5% |
| 3Y | +417.4% | +86.4% | +331.0% | +271.0% |
| 5Y | +243.3% | +33.0% | +210.4% | +180.0% |
| 10Y | +242.6% | +123.0% | +119.6% | +93.0% |
| All | +378.9% | +151.4% | +227.6% | +137.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling