+1.2%
HAL vs XLB
+159.0%
-157.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | +0.5% |
| 7D | +0.5% | -0.2% | +0.7% | +0.8% |
| 30D | +15.9% | -1.7% | +17.7% | +18.4% |
| 3M | -8.7% | +4.4% | -13.1% | -14.9% |
| 6M | +9.0% | +5.0% | +4.0% | -0.6% |
| YTD | +32.0% | +15.5% | +16.5% | +5.8% |
| 1Y | +72.5% | +14.9% | +57.5% | +38.2% |
| 3Y | -4.5% | +34.5% | -39.1% | -38.7% |
| 5Y | +109.7% | +36.5% | +73.1% | +30.4% |
| 10Y | +1.2% | +159.6% | -158.4% | -71.9% |
| All | +1.2% | +159.0% | -157.8% | -71.9% |
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