+249.3%
HL vs XRT
-2.4%
+251.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.9% |
| 7D | +0.4% | -2.4% | +2.8% | +1.8% |
| 30D | +18.8% | -6.9% | +25.8% | +24.0% |
| 3M | +43.7% | -0.4% | +44.1% | +43.6% |
| 6M | -1.0% | +2.2% | -3.3% | -2.8% |
| YTD | +8.7% | -0.7% | +9.4% | +9.2% |
| 1Y | +105.0% | -2.0% | +107.0% | +107.0% |
| 3Y | +427.3% | +41.0% | +386.3% | +330.5% |
| 5Y | +249.3% | -3.3% | +252.6% | +214.9% |
| All | +249.3% | -2.4% | +251.7% | +214.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling