+994.0%
XLE vs HAL
+223.9%
+770.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -7.9% | -7.9% | 0.0% | -4.0% |
| 30D | -4.8% | -2.1% | -2.8% | -3.8% |
| 3M | +8.4% | +0.4% | +7.9% | +7.9% |
| 6M | +12.7% | -19.2% | +31.9% | +24.6% |
| YTD | +41.3% | +14.4% | +26.9% | +30.6% |
| 1Y | +42.3% | +18.0% | +24.3% | +29.4% |
| 3Y | +65.1% | -9.7% | +74.8% | +65.9% |
| 5Y | +150.2% | +40.1% | +110.0% | +96.3% |
| 10Y | +163.9% | -19.1% | +183.0% | +132.1% |
| All | +994.0% | +223.9% | +770.0% | +363.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling