+28.4%
XLY vs HAL
+99.2%
-70.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | -1.7% | -3.3% | +1.6% | -1.1% |
| 30D | -4.2% | +8.2% | -12.3% | -5.5% |
| 3M | -2.7% | -9.4% | +6.8% | -1.2% |
| 6M | -0.6% | +0.6% | -1.3% | -1.6% |
| YTD | -5.0% | +28.6% | -33.6% | -10.6% |
| 1Y | -4.1% | +63.9% | -68.0% | -14.3% |
| 3Y | +33.6% | -7.1% | +40.7% | +29.0% |
| All | +28.4% | +99.2% | -70.8% | +4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling