+20.4%
HAL vs XYZ
+638.9%
-618.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | +2.9% | -1.0% | +3.9% | +3.1% |
| 30D | +17.0% | -1.7% | +18.7% | +17.2% |
| 3M | -9.7% | +16.7% | -26.4% | -13.0% |
| 6M | +8.6% | +26.9% | -18.2% | +2.2% |
| YTD | +33.0% | +27.1% | +5.8% | +24.1% |
| 1Y | +68.3% | +9.3% | +59.1% | +61.1% |
| 3Y | +0.1% | +42.3% | -42.2% | -13.9% |
| 5Y | +102.6% | -69.3% | +171.9% | +125.2% |
| 10Y | +3.8% | +586.8% | -583.0% | -44.0% |
| All | +20.4% | +638.9% | -618.5% | -41.5% |
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