+256.9%
HL vs XRT
+128.2%
+128.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -2.0% |
| 7D | -4.4% | -3.2% | -1.2% | -2.6% |
| 30D | +9.3% | -4.5% | +13.8% | +12.1% |
| 3M | +32.0% | -3.1% | +35.1% | +33.9% |
| 6M | -6.4% | +4.2% | -10.7% | -8.9% |
| YTD | +3.1% | -0.1% | +3.2% | +3.3% |
| 1Y | +77.6% | -3.0% | +80.6% | +80.4% |
| 3Y | +392.8% | +41.8% | +351.0% | +306.0% |
| 5Y | +234.1% | -1.3% | +235.4% | +221.1% |
| All | +256.9% | +128.2% | +128.7% | +108.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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