+139.9%
XLC vs HAL
-4.7%
+144.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.8% |
| 7D | -1.4% | -1.3% | -0.1% | -1.2% |
| 30D | -0.9% | +10.9% | -11.8% | -2.7% |
| 3M | -0.3% | -5.8% | +5.5% | +0.4% |
| 6M | -5.2% | +8.1% | -13.3% | -7.0% |
| YTD | -5.3% | +33.2% | -38.5% | -10.7% |
| 1Y | -2.8% | +74.2% | -77.0% | -12.9% |
| 3Y | +71.2% | -3.7% | +74.9% | +67.0% |
| 5Y | +37.6% | +111.9% | -74.3% | +12.3% |
| All | +139.9% | -4.7% | +144.6% | +93.8% |
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