+419.5%
HL vs XRT
+40.3%
+379.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +3.1% |
| 7D | +0.4% | -2.4% | +2.8% | +2.1% |
| 30D | +18.8% | -6.9% | +25.8% | +25.1% |
| 3M | +43.7% | -0.4% | +44.1% | +43.3% |
| 6M | -1.0% | +2.2% | -3.3% | -3.6% |
| YTD | +8.7% | -0.7% | +9.4% | +9.0% |
| 1Y | +105.0% | -2.0% | +107.0% | +106.9% |
| All | +419.5% | +40.3% | +379.1% | +269.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling