+2.6%
HAL vs XLRE
+89.0%
-86.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -1.3% |
| 7D | -3.3% | -1.2% | -2.2% | -2.4% |
| 30D | +8.2% | -2.4% | +10.6% | +10.1% |
| 3M | -9.4% | -2.5% | -6.9% | -8.1% |
| 6M | +0.6% | +4.0% | -3.3% | -3.7% |
| YTD | +28.6% | +9.3% | +19.3% | +17.9% |
| 1Y | +63.9% | +5.6% | +58.3% | +54.4% |
| 3Y | -7.1% | +31.3% | -38.4% | -28.7% |
| 5Y | +102.3% | +9.5% | +92.8% | +77.9% |
| All | +2.6% | +89.0% | -86.5% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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