+73.0%
XLF vs HAL
-7.2%
+80.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.5% | +0.1% |
| 7D | -2.9% | -3.3% | +0.4% | -2.4% |
| 30D | -1.6% | +7.2% | -8.8% | -2.8% |
| 3M | +9.3% | -8.8% | +18.1% | +10.8% |
| 6M | +14.6% | +3.0% | +11.6% | +13.1% |
| YTD | +4.7% | +29.4% | -24.7% | -1.6% |
| 1Y | +8.6% | +62.8% | -54.2% | -3.4% |
| All | +73.0% | -7.2% | +80.3% | +65.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling