+44.0%
XLP vs HAL
-10.0%
+54.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +0.1% | -7.9% | +8.0% | +0.3% |
| 30D | +8.9% | -2.1% | +11.0% | +8.9% |
| 3M | +7.5% | +0.4% | +7.0% | +7.3% |
| 6M | +9.4% | -19.2% | +28.7% | +10.2% |
| YTD | +19.3% | +14.4% | +4.9% | +18.0% |
| 1Y | +21.7% | +18.0% | +3.8% | +20.2% |
| 3Y | +44.0% | -9.7% | +53.7% | +42.8% |
| All | +44.0% | -10.0% | +54.0% | +42.8% |
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