-19.1%
HAL vs XRT
+163.3%
-182.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.5% | -2.4% |
| 7D | -7.9% | +2.5% | -10.4% | -9.7% |
| 30D | -2.1% | +10.3% | -12.4% | -9.2% |
| 3M | +0.4% | +2.4% | -1.9% | -2.3% |
| 6M | -19.2% | +10.0% | -29.2% | -26.1% |
| YTD | +14.4% | +9.5% | +4.8% | +4.3% |
| 1Y | +18.0% | +17.2% | +0.8% | +2.2% |
| 3Y | -9.7% | +62.0% | -71.7% | -39.8% |
| 5Y | +40.1% | -2.1% | +42.2% | +33.4% |
| 10Y | -19.1% | +152.6% | -171.7% | -71.2% |
| All | -19.1% | +163.3% | -182.4% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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