+139.5%
XLP vs HAL
-13.9%
+153.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.1% | -1.7% | +1.1% |
| 7D | +2.5% | +6.1% | -3.6% | +1.9% |
| 30D | +7.3% | +2.9% | +4.4% | +6.9% |
| 3M | +8.1% | +3.3% | +4.8% | +7.6% |
| 6M | +10.5% | -16.9% | +27.4% | +12.1% |
| YTD | +21.2% | +21.2% | 0.0% | +18.2% |
| 1Y | +22.7% | +27.5% | -4.8% | +19.1% |
| 3Y | +44.8% | -6.4% | +51.2% | +43.2% |
| 5Y | +44.7% | +58.0% | -13.3% | +32.0% |
| All | +139.5% | -13.9% | +153.4% | +105.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling