-3.4%
HAL vs XLB
+35.9%
-39.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.3% |
| 7D | +2.9% | -1.4% | +4.3% | +4.0% |
| 30D | +17.0% | -0.4% | +17.4% | +17.3% |
| 3M | -9.7% | +2.0% | -11.6% | -11.7% |
| 6M | +8.6% | +1.8% | +6.8% | +5.7% |
| YTD | +33.0% | +16.6% | +16.4% | +12.7% |
| 1Y | +68.3% | +16.9% | +51.4% | +41.7% |
| All | -3.4% | +35.9% | -39.3% | -27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling