+12.3%
XLI vs HAL
+28.0%
-15.7%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -0.5% |
| 7D | +3.8% | +6.1% | -2.3% | +3.5% |
| 30D | +1.0% | +2.9% | -1.9% | +0.9% |
| 3M | -8.9% | +3.3% | -12.3% | -9.1% |
| 6M | -2.3% | -16.9% | +14.6% | -1.5% |
| YTD | +9.7% | +21.2% | -11.5% | +3.2% |
| 1Y | +12.3% | +27.5% | -15.2% | +4.4% |
| All | +12.3% | +28.0% | -15.7% | +4.4% |
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