+640.9%
XLU vs HAL
+277.3%
+363.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.3% |
| 7D | +0.6% | -1.3% | +2.0% | +0.8% |
| 30D | -0.4% | +10.9% | -11.3% | -2.0% |
| 3M | -1.7% | -5.8% | +4.1% | -1.1% |
| 6M | -7.1% | +8.1% | -15.2% | -8.6% |
| YTD | +1.9% | +33.2% | -31.3% | -2.9% |
| 1Y | +6.1% | +74.2% | -68.1% | -3.1% |
| 3Y | +48.8% | -3.7% | +52.5% | +45.7% |
| 5Y | +43.8% | +111.9% | -68.1% | +21.4% |
| 10Y | +143.2% | +7.4% | +135.8% | +104.1% |
| All | +640.9% | +277.3% | +363.7% | +336.9% |
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