+384.1%
HL vs XRT
+514.3%
-130.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -3.2% |
| 7D | +1.5% | +0.8% | +0.7% | +1.0% |
| 30D | +25.1% | -4.2% | +29.2% | +28.6% |
| 3M | +22.9% | +5.1% | +17.8% | +18.6% |
| 6M | -4.9% | +2.4% | -7.3% | -6.7% |
| YTD | +7.8% | +3.2% | +4.6% | +5.7% |
| 1Y | +133.9% | +1.5% | +132.4% | +131.0% |
| 3Y | +380.9% | +40.6% | +340.3% | +281.0% |
| 5Y | +230.2% | -1.0% | +231.2% | +216.1% |
| 10Y | +265.6% | +128.4% | +137.1% | +76.1% |
| All | +384.1% | +514.3% | -130.2% | -14.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling