+179.2%
XLE vs HL
+132.4%
+46.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.2% |
| 7D | +5.4% | -11.1% | +16.5% | +6.8% |
| 30D | -3.9% | -12.1% | +8.1% | -2.9% |
| 3M | +7.0% | -26.1% | +33.1% | +10.0% |
| 6M | +14.2% | -37.7% | +51.9% | +19.0% |
| YTD | +48.2% | -31.7% | +79.9% | +49.7% |
| 1Y | +47.7% | -11.6% | +59.3% | +43.4% |
| 3Y | +70.0% | +249.6% | -179.6% | +27.7% |
| 5Y | +169.1% | +108.5% | +60.6% | +110.7% |
| All | +179.2% | +132.4% | +46.8% | +82.0% |
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