-20.8%
HAL vs XLB
+166.1%
-186.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | +0.1% |
| 7D | -6.5% | +0.5% | -7.0% | -7.3% |
| 30D | -2.1% | +6.9% | -9.0% | -10.5% |
| 3M | -4.9% | -0.2% | -4.7% | -5.3% |
| 6M | -19.3% | +3.3% | -22.6% | -24.4% |
| YTD | +14.3% | +18.0% | -3.7% | -11.4% |
| 1Y | +17.3% | +24.2% | -6.9% | -15.2% |
| 3Y | -10.9% | +44.7% | -55.6% | -48.1% |
| 5Y | +47.4% | +31.6% | +15.8% | -3.3% |
| 10Y | -20.8% | +164.2% | -185.0% | -79.1% |
| All | -20.8% | +166.1% | -186.9% | -79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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