+224.6%
HAL vs XLB
+835.7%
-611.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -1.9% |
| 7D | -7.9% | -1.4% | -6.5% | -6.7% |
| 30D | -2.1% | +7.1% | -9.2% | -9.2% |
| 3M | +0.4% | +0.6% | -0.2% | -0.7% |
| 6M | -19.2% | +3.5% | -22.7% | -23.5% |
| YTD | +14.4% | +18.2% | -3.9% | -6.8% |
| 1Y | +18.0% | +25.6% | -7.6% | -10.0% |
| 3Y | -9.7% | +46.7% | -56.4% | -41.3% |
| 5Y | +40.1% | +30.9% | +9.2% | +3.1% |
| 10Y | -19.1% | +167.7% | -186.9% | -67.5% |
| All | +224.6% | +835.7% | -611.1% | -39.6% |
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