+53.2%
HAL vs XYZ
-64.0%
+117.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | 0.0% |
| 7D | +2.6% | -2.1% | +4.7% | +2.9% |
| 30D | -0.1% | +7.0% | -7.1% | -1.3% |
| 3M | -1.1% | +5.1% | -6.2% | -2.3% |
| 6M | -20.7% | +14.1% | -34.8% | -23.0% |
| YTD | +17.5% | +26.4% | -8.9% | +11.4% |
| 1Y | +24.1% | +25.1% | -1.0% | +17.6% |
| 3Y | -8.4% | +59.7% | -68.1% | -19.4% |
| 5Y | +53.2% | -63.8% | +117.0% | +72.3% |
| All | +53.2% | -64.0% | +117.2% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 5y: compounded portfolio wealth divided by compounded XYZ 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…
5y analysis · Full analysis span regression · 6 months rolling