+135.8%
XLC vs HAL
-15.5%
+151.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.4% | -2.6% | +0.2% |
| 7D | +3.5% | -0.2% | +3.7% | +3.5% |
| 30D | -2.6% | +1.0% | -3.6% | -2.9% |
| 3M | -2.1% | -2.1% | 0.0% | -2.0% |
| 6M | -5.5% | -17.5% | +12.0% | -3.0% |
| YTD | -6.9% | +18.1% | -25.0% | -10.6% |
| 1Y | -3.7% | +19.7% | -23.5% | -7.9% |
| 3Y | +64.2% | -7.9% | +72.1% | +61.2% |
| 5Y | +43.0% | +53.1% | -10.0% | +23.9% |
| All | +135.8% | -15.5% | +151.3% | +93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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