+173.9%
XLE vs HL
+129.4%
+44.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.0% |
| 7D | -0.2% | -5.6% | +5.3% | +0.4% |
| 30D | -4.0% | -16.2% | +12.2% | -2.4% |
| 3M | +4.6% | -20.5% | +25.1% | +6.7% |
| 6M | +12.3% | -31.7% | +44.0% | +15.7% |
| YTD | +44.5% | -26.4% | +70.9% | +44.8% |
| 1Y | +42.4% | -4.3% | +46.7% | +36.9% |
| 3Y | +67.0% | +276.9% | -209.8% | +24.4% |
| 5Y | +161.9% | +124.1% | +37.9% | +103.4% |
| 10Y | +173.9% | +144.6% | +29.2% | +77.1% |
| All | +173.9% | +129.4% | +44.4% | +77.1% |
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