-19.1%
HAL vs ECL
+205.6%
-224.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -1.0% |
| 7D | -7.9% | -0.5% | -7.4% | -7.7% |
| 30D | -2.1% | +8.8% | -10.9% | -6.9% |
| 3M | +0.4% | +7.8% | -7.4% | -4.3% |
| 6M | -19.2% | +21.3% | -40.6% | -28.9% |
| YTD | +14.4% | +17.8% | -3.4% | +1.4% |
| 1Y | +18.0% | +21.1% | -3.1% | +2.5% |
| 3Y | -9.7% | +80.1% | -89.8% | -42.2% |
| 5Y | +40.1% | +40.5% | -0.3% | +4.7% |
| 10Y | -19.1% | +197.7% | -216.9% | -59.8% |
| All | -19.1% | +205.6% | -224.7% | -59.8% |
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