-17.4%
HAL vs XLB
+164.1%
-181.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | +1.1% |
| 7D | +2.6% | 0.0% | +2.6% | +2.5% |
| 30D | -0.1% | +5.3% | -5.4% | -6.8% |
| 3M | -1.1% | 0.0% | -1.1% | -1.9% |
| 6M | -20.7% | +1.2% | -22.0% | -23.8% |
| YTD | +17.5% | +16.9% | +0.6% | -7.8% |
| 1Y | +24.1% | +20.9% | +3.2% | -7.0% |
| 3Y | -8.4% | +43.3% | -51.7% | -46.0% |
| 5Y | +53.2% | +28.3% | +24.9% | +4.2% |
| All | -17.4% | +164.1% | -181.5% | -78.4% |
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