+1.2%
HAL vs ECL
+153.2%
-152.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +0.5% | -0.8% | +1.2% | +0.9% |
| 30D | +15.9% | -2.5% | +18.4% | +17.4% |
| 3M | -8.7% | +8.3% | -17.1% | -13.7% |
| 6M | +9.0% | -1.1% | +10.1% | +7.8% |
| YTD | +32.0% | +6.5% | +25.5% | +24.3% |
| 1Y | +72.5% | +2.1% | +70.4% | +65.4% |
| 3Y | -4.5% | +57.6% | -62.2% | -34.1% |
| 5Y | +109.7% | +28.1% | +81.6% | +64.0% |
| 10Y | +1.2% | +153.2% | -152.0% | -47.4% |
| All | +1.2% | +153.2% | -152.0% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 10y: compounded portfolio wealth divided by compounded ECL 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…
10y analysis · Full analysis span regression · 6 months rolling