+77.6%
HL vs XRT
-1.4%
+79.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -2.2% |
| 7D | -4.4% | -3.2% | -1.2% | -2.1% |
| 30D | +9.3% | -4.5% | +13.8% | +12.8% |
| 3M | +32.0% | -3.1% | +35.1% | +34.2% |
| 6M | -6.4% | +4.2% | -10.7% | -11.5% |
| YTD | +3.1% | -0.1% | +3.2% | +3.2% |
| 1Y | +77.6% | -3.0% | +80.6% | +71.7% |
| All | +77.6% | -1.4% | +79.0% | +71.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling