+32.9%
XLV vs HAL
+25.6%
+7.3%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.1% | +6.2% | +2.9% |
| 7D | +5.5% | -7.7% | +13.2% | +5.2% |
| 30D | +13.3% | +0.7% | +12.6% | +13.4% |
| 3M | +17.4% | +2.5% | +15.0% | +17.6% |
| 6M | +32.1% | -20.7% | +52.8% | +31.8% |
| YTD | +24.0% | +18.4% | +5.7% | +23.7% |
| 1Y | +32.9% | +25.6% | +7.3% | +33.1% |
| All | +32.9% | +25.6% | +7.3% | +33.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling