+230.5%
HL vs XRT
+549.2%
-318.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -5.6% | -1.4% | -4.1% | -4.6% |
| 30D | -16.2% | +9.8% | -25.9% | -21.2% |
| 3M | -20.5% | +3.3% | -23.8% | -22.3% |
| 6M | -31.7% | +13.6% | -45.3% | -37.4% |
| YTD | -26.4% | +9.1% | -35.4% | -30.5% |
| 1Y | -4.3% | +15.1% | -19.4% | -12.6% |
| 3Y | +276.9% | +59.9% | +216.9% | +173.9% |
| 5Y | +124.1% | -1.7% | +125.8% | +116.6% |
| 10Y | +144.6% | +141.1% | +3.5% | +14.1% |
| All | +230.5% | +549.2% | -318.7% | -43.6% |
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