+30.8%
XLV vs HAL
-7.8%
+38.6%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.5% | -0.1% |
| 7D | -3.6% | -3.3% | -0.2% | -3.3% |
| 30D | -1.8% | +8.2% | -10.0% | -2.4% |
| 3M | +7.8% | -9.4% | +17.2% | +8.6% |
| 6M | +9.1% | +0.6% | +8.5% | +8.7% |
| YTD | +7.7% | +28.6% | -20.8% | +4.8% |
| 1Y | +20.4% | +63.9% | -43.5% | +13.9% |
| 3Y | +30.8% | -7.1% | +37.9% | +25.1% |
| All | +30.8% | -7.8% | +38.6% | +25.1% |
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 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