+148.7%
XLK vs HAL
+99.2%
+49.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +2.0% | +1.4% |
| 7D | +0.2% | -3.3% | +3.5% | +0.8% |
| 30D | -0.6% | +8.2% | -8.8% | -2.1% |
| 3M | +2.6% | -9.4% | +12.0% | +4.1% |
| 6M | +34.0% | +0.6% | +33.3% | +33.0% |
| YTD | +30.7% | +28.6% | +2.1% | +23.4% |
| 1Y | +39.2% | +63.9% | -24.7% | +24.8% |
| 3Y | +120.4% | -7.1% | +127.5% | +112.3% |
| All | +148.7% | +99.2% | +49.6% | +108.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling