+150.2%
XLE vs HL
+162.0%
-11.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.5% | -4.0% | +0.1% |
| 7D | -7.9% | +13.8% | -21.7% | -9.1% |
| 30D | -4.8% | -9.7% | +4.9% | -4.1% |
| 3M | +8.4% | -8.5% | +16.9% | +8.7% |
| 6M | +12.7% | -17.2% | +29.8% | +13.4% |
| YTD | +41.3% | -19.6% | +60.9% | +40.1% |
| 1Y | +42.3% | +11.1% | +31.2% | +34.2% |
| 3Y | +65.1% | +299.7% | -234.6% | +17.6% |
| 5Y | +150.2% | +156.5% | -6.3% | +91.7% |
| All | +150.2% | +162.0% | -11.8% | +91.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling