+65.0%
XLF vs HAL
+102.8%
-37.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.5% | +0.2% |
| 7D | -2.9% | -3.3% | +0.4% | -2.3% |
| 30D | -1.6% | +7.2% | -8.8% | -3.0% |
| 3M | +9.3% | -8.8% | +18.1% | +10.9% |
| 6M | +14.6% | +3.0% | +11.6% | +12.9% |
| YTD | +4.7% | +29.4% | -24.7% | -2.0% |
| 1Y | +8.6% | +62.8% | -54.2% | -3.9% |
| 3Y | +73.9% | -6.4% | +80.3% | +69.8% |
| 5Y | +65.0% | +103.6% | -38.6% | +20.2% |
| All | +65.0% | +102.8% | -37.8% | +20.2% |
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