+39.5%
XLC vs HAL
+40.6%
-1.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.3% | +2.4% |
| 7D | +7.1% | -7.9% | +15.0% | +8.2% |
| 30D | -2.7% | -2.1% | -0.7% | -2.6% |
| 3M | -3.2% | +0.4% | -3.6% | -3.5% |
| 6M | -7.7% | -19.2% | +11.6% | -5.4% |
| YTD | -8.0% | +14.4% | -22.3% | -10.9% |
| 1Y | -3.1% | +18.0% | -21.0% | -6.7% |
| 3Y | +64.9% | -9.7% | +74.6% | +61.3% |
| 5Y | +39.5% | +40.1% | -0.6% | +22.3% |
| All | +39.5% | +40.6% | -1.1% | +22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling