+224.2%
HAL vs XLB
+818.2%
-594.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | +0.5% |
| 7D | -12.0% | -1.5% | -10.5% | -10.8% |
| 30D | +0.3% | +6.1% | -5.8% | -6.1% |
| 3M | -1.6% | 0.0% | -1.6% | -2.2% |
| 6M | -20.5% | 0.0% | -20.4% | -21.9% |
| YTD | +14.2% | +16.0% | -1.8% | -5.0% |
| 1Y | +18.9% | +24.7% | -5.9% | -8.6% |
| 3Y | -13.7% | +40.4% | -54.1% | -41.3% |
| 5Y | +42.2% | +30.7% | +11.5% | +4.8% |
| 10Y | -16.7% | +173.3% | -190.0% | -67.1% |
| All | +224.2% | +818.2% | -594.0% | -38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling