-14.9%
HAL vs XEL
+187.7%
-202.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.1% |
| 7D | +6.1% | +2.4% | +3.7% | +5.3% |
| 30D | +2.9% | +8.3% | -5.4% | +0.4% |
| 3M | +3.3% | +4.2% | -0.8% | +1.9% |
| 6M | -16.9% | +3.7% | -20.6% | -18.2% |
| YTD | +21.2% | +13.1% | +8.1% | +15.6% |
| 1Y | +27.5% | +5.0% | +22.6% | +24.6% |
| 3Y | -6.4% | +55.0% | -61.4% | -21.2% |
| 5Y | +58.0% | +51.8% | +6.2% | +32.4% |
| All | -14.9% | +187.7% | -202.5% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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