+34.1%
XLP vs HAL
+104.8%
-70.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | -1.0% | +2.9% | -4.0% | -1.2% |
| 30D | -0.9% | +17.0% | -17.9% | -1.8% |
| 3M | +3.8% | -9.7% | +13.5% | +4.4% |
| 6M | -1.7% | +8.6% | -10.4% | -2.4% |
| YTD | +10.3% | +33.0% | -22.7% | +8.0% |
| 1Y | +7.8% | +68.3% | -60.5% | +3.9% |
| 3Y | +27.2% | +0.1% | +27.1% | +25.7% |
| All | +34.1% | +104.8% | -70.7% | +24.5% |
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 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