+277.4%
HAL vs XLB
+822.6%
-545.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.2% |
| 7D | +2.9% | -1.4% | +4.3% | +4.4% |
| 30D | +17.0% | -0.4% | +17.4% | +17.3% |
| 3M | -9.7% | +2.0% | -11.6% | -12.5% |
| 6M | +8.6% | +1.8% | +6.8% | +4.2% |
| YTD | +33.0% | +16.6% | +16.4% | +10.5% |
| 1Y | +68.3% | +16.9% | +51.4% | +38.7% |
| 3Y | +0.1% | +32.6% | -32.4% | -27.6% |
| 5Y | +102.6% | +35.6% | +67.0% | +44.3% |
| 10Y | +3.8% | +160.0% | -156.2% | -56.8% |
| All | +277.4% | +822.6% | -545.2% | -28.5% |
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