+313.5%
HL vs XHB
+167.3%
+146.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.4% | +0.4% |
| 7D | +7.1% | +0.2% | +6.9% | +6.9% |
| 30D | +21.4% | -9.1% | +30.5% | +28.5% |
| 3M | +37.4% | -2.3% | +39.8% | +39.1% |
| 6M | +0.4% | -4.1% | +4.5% | +2.9% |
| YTD | +6.7% | -1.7% | +8.4% | +8.1% |
| 1Y | +102.4% | -15.1% | +117.5% | +122.6% |
| 3Y | +417.4% | +26.8% | +390.6% | +340.7% |
| 5Y | +243.3% | +37.3% | +206.0% | +173.0% |
| 10Y | +242.6% | +205.7% | +36.9% | +66.9% |
| All | +313.5% | +167.3% | +146.2% | +72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling