+575.2%
HLT vs XRT
+128.2%
+447.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.8% |
| 7D | -1.6% | -3.2% | +1.6% | +0.2% |
| 30D | -5.0% | -4.5% | -0.5% | -2.6% |
| 3M | -10.4% | -3.1% | -7.3% | -9.2% |
| 6M | +3.2% | +4.2% | -1.0% | +0.4% |
| YTD | +6.7% | -0.1% | +6.8% | +6.2% |
| 1Y | +10.3% | -3.0% | +13.3% | +11.4% |
| 3Y | +99.3% | +41.8% | +57.5% | +59.6% |
| 5Y | +143.7% | -1.3% | +145.0% | +133.4% |
| All | +575.2% | +128.2% | +447.0% | +248.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling