+12.3%
XLI vs HAL
+25.6%
-13.3%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.1% | -1.0% |
| 7D | +0.6% | -7.7% | +8.3% | +0.8% |
| 30D | -0.4% | +0.7% | -1.0% | -0.5% |
| 3M | -8.8% | +2.5% | -11.3% | -9.0% |
| 6M | -0.4% | -20.7% | +20.3% | +0.7% |
| YTD | +10.1% | +18.4% | -8.3% | +4.2% |
| 1Y | +12.3% | +25.6% | -13.3% | +5.3% |
| All | +12.3% | +25.6% | -13.3% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling