+228.7%
HL vs XHB
+33.0%
+195.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -2.2% |
| 7D | -4.4% | -4.6% | +0.3% | -1.5% |
| 30D | +9.3% | -9.1% | +18.4% | +16.2% |
| 3M | +32.0% | -8.6% | +40.5% | +39.3% |
| 6M | -6.4% | -4.0% | -2.4% | -4.1% |
| YTD | +3.1% | -3.9% | +7.1% | +6.1% |
| 1Y | +77.6% | -16.5% | +94.0% | +97.9% |
| 3Y | +392.8% | +22.6% | +370.3% | +323.0% |
| All | +228.7% | +33.0% | +195.6% | +135.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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