+1,024.7%
XLE vs HAL
+276.7%
+748.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.6% |
| 7D | +2.2% | +2.9% | -0.7% | +0.7% |
| 30D | +11.8% | +17.0% | -5.3% | +3.2% |
| 3M | +9.8% | -9.7% | +19.5% | +15.0% |
| 6M | +15.6% | +8.6% | +7.0% | +10.0% |
| YTD | +45.3% | +33.0% | +12.3% | +24.6% |
| 1Y | +48.3% | +68.3% | -20.0% | +12.1% |
| 3Y | +55.4% | +0.1% | +55.3% | +48.3% |
| 5Y | +216.1% | +102.6% | +113.5% | +106.4% |
| 10Y | +178.4% | +3.8% | +174.6% | +116.9% |
| All | +1,024.7% | +276.7% | +748.1% | +342.6% |
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