-17.4%
HAL vs ECL
+192.9%
-210.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.1% |
| 7D | +2.6% | -0.5% | +3.1% | +2.9% |
| 30D | -0.1% | +6.6% | -6.7% | -3.9% |
| 3M | -1.1% | +9.6% | -10.8% | -6.7% |
| 6M | -20.7% | +21.6% | -42.3% | -30.3% |
| YTD | +17.5% | +16.9% | +0.6% | +4.6% |
| 1Y | +24.1% | +17.9% | +6.2% | +9.6% |
| 3Y | -8.4% | +76.5% | -84.9% | -40.6% |
| 5Y | +53.2% | +36.6% | +16.6% | +17.2% |
| All | -17.4% | +192.9% | -210.3% | -57.7% |
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