+561.3%
XLP vs HAL
+224.3%
+336.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.4% |
| 7D | +3.5% | -11.1% | +14.6% | +4.7% |
| 30D | +11.6% | -2.4% | +14.0% | +11.7% |
| 3M | +7.6% | +0.8% | +6.9% | +7.3% |
| 6M | +10.0% | -22.8% | +32.8% | +12.6% |
| YTD | +19.7% | +14.5% | +5.2% | +17.4% |
| 1Y | +23.5% | +20.2% | +3.3% | +20.4% |
| 3Y | +44.0% | -15.2% | +59.1% | +43.6% |
| 5Y | +42.7% | +42.5% | +0.2% | +31.9% |
| 10Y | +131.3% | -16.5% | +147.8% | +109.6% |
| All | +561.3% | +224.3% | +336.9% | +383.7% |
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