+422.3%
XLF vs HAL
+276.7%
+145.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | 0.0% | +2.9% | -2.9% | -0.8% |
| 30D | +0.2% | +17.0% | -16.9% | -4.2% |
| 3M | +11.7% | -9.7% | +21.4% | +14.1% |
| 6M | +13.8% | +8.6% | +5.2% | +9.9% |
| YTD | +7.0% | +33.0% | -26.0% | -2.6% |
| 1Y | +9.1% | +68.3% | -59.2% | -7.6% |
| 3Y | +75.6% | +0.1% | +75.5% | +67.2% |
| 5Y | +66.4% | +102.6% | -36.2% | +23.4% |
| 10Y | +250.3% | +3.8% | +246.5% | +170.8% |
| All | +422.3% | +276.7% | +145.6% | +153.2% |
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 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