+181.3%
XLE vs HL
+254.2%
-72.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.6% |
| 7D | +0.3% | +0.4% | -0.1% | +0.3% |
| 30D | +8.5% | +18.8% | -10.3% | +5.9% |
| 3M | +14.6% | +43.7% | -29.1% | +8.6% |
| 6M | +17.6% | -1.0% | +18.6% | +15.9% |
| YTD | +48.1% | +8.7% | +39.4% | +42.3% |
| 1Y | +53.8% | +105.0% | -51.2% | +33.4% |
| 3Y | +56.2% | +427.3% | -371.1% | +12.2% |
| 5Y | +227.7% | +249.3% | -21.6% | +141.9% |
| 10Y | +181.3% | +284.2% | -102.9% | +72.5% |
| All | +181.3% | +254.2% | -72.9% | +72.5% |
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