+46.7%
XLU vs HAL
-7.2%
+53.9%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.8% |
| 7D | -1.2% | -3.3% | +2.1% | -1.0% |
| 30D | -2.5% | +7.2% | -9.8% | -3.0% |
| 3M | -2.7% | -8.8% | +6.0% | -2.2% |
| 6M | -7.5% | +3.0% | -10.4% | -7.9% |
| YTD | +0.9% | +29.4% | -28.5% | -1.4% |
| 1Y | +3.3% | +62.8% | -59.5% | -1.3% |
| All | +46.7% | -7.2% | +53.9% | +46.3% |
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