+111.9%
HAL vs XYZ
-69.0%
+180.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.0% |
| 7D | -1.3% | -3.7% | +2.4% | -0.8% |
| 30D | +10.9% | +0.5% | +10.4% | +10.7% |
| 3M | -5.8% | +16.3% | -22.1% | -8.3% |
| 6M | +8.1% | +21.1% | -13.0% | +4.2% |
| YTD | +33.2% | +22.0% | +11.2% | +27.5% |
| 1Y | +74.2% | +5.2% | +69.0% | +69.9% |
| 3Y | -3.7% | +49.6% | -53.3% | -14.1% |
| 5Y | +111.9% | -68.4% | +180.3% | +114.0% |
| All | +111.9% | -69.0% | +180.9% | +114.0% |
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