+808.9%
HL vs XLRE
+107.7%
+701.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.4% |
| 7D | -5.6% | -2.7% | -2.9% | -3.6% |
| 30D | +12.7% | -2.3% | +15.1% | +14.8% |
| 3M | +42.5% | -3.5% | +46.0% | +45.7% |
| 6M | -9.0% | +1.9% | -10.9% | -10.6% |
| YTD | +4.4% | +8.3% | -4.0% | -2.1% |
| 1Y | +82.7% | +6.4% | +76.3% | +73.5% |
| 3Y | +406.3% | +30.2% | +376.1% | +313.6% |
| 5Y | +238.2% | +8.6% | +229.5% | +213.7% |
| 10Y | +268.9% | +87.4% | +181.5% | +147.2% |
| All | +808.9% | +107.7% | +701.2% | +563.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling