+1,024.7%
XLE vs HL
+485.4%
+539.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.6% |
| 7D | +2.2% | +1.5% | +0.7% | +1.9% |
| 30D | +11.8% | +25.1% | -13.3% | +8.4% |
| 3M | +9.8% | +22.9% | -13.1% | +6.1% |
| 6M | +15.6% | -4.9% | +20.5% | +14.3% |
| YTD | +45.3% | +7.8% | +37.4% | +40.0% |
| 1Y | +48.3% | +133.9% | -85.6% | +28.0% |
| 3Y | +55.4% | +380.9% | -325.5% | +17.8% |
| 5Y | +216.1% | +230.2% | -14.1% | +144.6% |
| 10Y | +178.4% | +265.6% | -87.2% | +90.3% |
| All | +1,024.7% | +485.4% | +539.4% | +557.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling