+149.7%
XBI vs HL
+273.7%
-124.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | -4.6% | -4.4% | -0.3% | -4.0% |
| 30D | -2.0% | +9.3% | -11.3% | -3.4% |
| 3M | +17.8% | +32.0% | -14.2% | +12.6% |
| 6M | +23.7% | -6.4% | +30.2% | +23.5% |
| YTD | +28.2% | +3.1% | +25.1% | +24.8% |
| 1Y | +64.0% | +77.6% | -13.6% | +45.9% |
| 3Y | +99.4% | +392.8% | -293.4% | +46.0% |
| 5Y | +19.3% | +234.1% | -214.8% | -10.6% |
| All | +149.7% | +273.7% | -124.0% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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