+9.7%
HAL vs XYZ
+655.2%
-645.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.8% | +0.3% | +2.6% |
| 7D | +6.1% | -1.1% | +7.1% | +6.3% |
| 30D | +2.9% | +11.5% | -8.6% | +0.3% |
| 3M | +3.3% | +1.8% | +1.5% | +2.3% |
| 6M | -16.9% | +21.2% | -38.1% | -21.1% |
| YTD | +21.2% | +29.9% | -8.8% | +12.0% |
| 1Y | +27.5% | +35.8% | -8.2% | +16.5% |
| 3Y | -6.4% | +62.6% | -69.0% | -21.7% |
| 5Y | +58.0% | -62.8% | +120.8% | +67.4% |
| 10Y | -14.6% | +612.0% | -626.6% | -54.4% |
| All | +9.7% | +655.2% | -645.4% | -47.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling