+256.9%
HL vs XLRE
+89.0%
+167.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.9% |
| 7D | -4.4% | -1.2% | -3.2% | -3.5% |
| 30D | +9.3% | -2.4% | +11.7% | +11.4% |
| 3M | +32.0% | -2.5% | +34.5% | +34.0% |
| 6M | -6.4% | +4.0% | -10.4% | -9.7% |
| YTD | +3.1% | +9.3% | -6.1% | -4.2% |
| 1Y | +77.6% | +5.6% | +72.0% | +69.3% |
| 3Y | +392.8% | +31.3% | +361.5% | +296.6% |
| 5Y | +234.1% | +9.5% | +224.6% | +206.6% |
| All | +256.9% | +89.0% | +167.9% | +136.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 10y: compounded portfolio wealth divided by compounded XLRE 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…
10y analysis · Full analysis span regression · 6 months rolling