+1,117.4%
XLI vs HAL
+276.7%
+840.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | -1.1% | +2.9% | -4.0% | -1.8% |
| 30D | -5.9% | +17.0% | -23.0% | -9.6% |
| 3M | -0.3% | -9.7% | +9.4% | +1.7% |
| 6M | +0.1% | +8.6% | -8.5% | -2.8% |
| YTD | +13.6% | +33.0% | -19.4% | +4.6% |
| 1Y | +17.2% | +68.3% | -51.1% | +1.3% |
| 3Y | +68.2% | +0.1% | +68.1% | +61.6% |
| 5Y | +80.7% | +102.6% | -21.9% | +39.7% |
| 10Y | +253.3% | +3.8% | +249.4% | +181.0% |
| All | +1,117.4% | +276.7% | +840.8% | +547.6% |
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