+508.9%
XLP vs HAL
+276.7%
+232.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -1.0% | +2.9% | -4.0% | -1.3% |
| 30D | -0.9% | +17.0% | -17.9% | -2.5% |
| 3M | +3.8% | -9.7% | +13.5% | +4.7% |
| 6M | -1.7% | +8.6% | -10.4% | -2.9% |
| YTD | +10.3% | +33.0% | -22.7% | +6.6% |
| 1Y | +7.8% | +68.3% | -60.5% | +1.4% |
| 3Y | +27.2% | +0.1% | +27.1% | +24.8% |
| 5Y | +32.5% | +102.6% | -70.1% | +17.9% |
| 10Y | +101.8% | +3.8% | +98.0% | +78.9% |
| All | +508.9% | +276.7% | +232.3% | +339.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling