+138.4%
HLT vs EXR
-10.8%
+149.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.3% |
| 7D | -1.6% | -1.2% | -0.4% | -1.3% |
| 30D | -5.0% | -6.2% | +1.2% | -3.2% |
| 3M | -10.4% | -7.4% | -3.0% | -8.5% |
| 6M | +3.2% | -0.5% | +3.8% | +3.1% |
| YTD | +6.7% | +8.1% | -1.3% | +3.8% |
| 1Y | +10.3% | -2.9% | +13.1% | +10.5% |
| 3Y | +99.3% | +22.9% | +76.4% | +82.1% |
| All | +138.4% | -10.8% | +149.3% | +150.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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