+42.4%
XLE vs HL
-6.8%
+49.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +1.8% |
| 7D | -0.2% | -5.6% | +5.3% | -0.5% |
| 30D | -4.0% | -16.2% | +12.2% | -4.2% |
| 3M | +4.6% | -20.5% | +25.1% | +4.3% |
| 6M | +12.3% | -31.7% | +44.0% | +12.4% |
| YTD | +44.5% | -26.4% | +70.9% | +45.1% |
| 1Y | +42.4% | -4.3% | +46.7% | +41.1% |
| All | +42.4% | -6.8% | +49.3% | +41.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling