+54.9%
XLE vs HL
+411.0%
-356.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.2% |
| 7D | 0.0% | +7.1% | -7.1% | -0.3% |
| 30D | +12.6% | +21.4% | -8.8% | +11.6% |
| 3M | +11.8% | +37.4% | -25.6% | +10.0% |
| 6M | +16.1% | +0.4% | +15.7% | +15.8% |
| YTD | +46.9% | +6.7% | +40.2% | +44.7% |
| 1Y | +53.3% | +102.4% | -49.1% | +41.9% |
| 3Y | +54.9% | +417.4% | -362.5% | +24.7% |
| All | +54.9% | +411.0% | -356.1% | +24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling