+1,106.7%
XLY vs HAL
+264.2%
+842.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | -1.7% | -3.3% | +1.6% | -1.0% |
| 30D | -4.2% | +8.2% | -12.3% | -5.8% |
| 3M | -2.7% | -9.4% | +6.8% | -1.1% |
| 6M | -0.6% | +0.6% | -1.3% | -1.6% |
| YTD | -5.0% | +28.6% | -33.6% | -10.7% |
| 1Y | -4.1% | +63.9% | -68.0% | -14.5% |
| 3Y | +33.6% | -7.1% | +40.7% | +31.1% |
| 5Y | +28.7% | +102.3% | -73.6% | +4.1% |
| 10Y | +219.6% | +3.7% | +216.0% | +161.7% |
| All | +1,106.7% | +264.2% | +842.6% | +588.3% |
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 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