+595.7%
HAL vs ECL
+13,009.7%
-12,413.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.7% |
| 7D | +2.9% | -2.6% | +5.5% | +4.4% |
| 30D | +17.0% | -2.2% | +19.2% | +18.2% |
| 3M | -9.7% | +10.1% | -19.8% | -15.1% |
| 6M | +8.6% | -5.7% | +14.4% | +10.2% |
| YTD | +33.0% | +7.0% | +26.0% | +25.6% |
| 1Y | +68.3% | +2.7% | +65.7% | +61.5% |
| 3Y | +0.1% | +57.7% | -57.6% | -26.8% |
| 5Y | +102.6% | +31.1% | +71.5% | +57.6% |
| 10Y | +3.8% | +150.9% | -147.0% | -41.6% |
| All | +595.7% | +13,009.7% | -12,413.9% | +23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling