+117.5%
XLK vs HAL
-7.2%
+124.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.4% | -0.9% |
| 7D | -0.4% | -3.3% | +2.9% | +0.2% |
| 30D | -0.5% | +7.2% | -7.7% | -1.9% |
| 3M | +5.0% | -8.8% | +13.8% | +6.7% |
| 6M | +32.9% | +3.0% | +29.9% | +31.0% |
| YTD | +29.0% | +29.4% | -0.4% | +20.1% |
| 1Y | +37.8% | +62.8% | -25.0% | +20.4% |
| All | +117.5% | -7.2% | +124.8% | +96.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling