-20.8%
HAL vs EL
+60.9%
-81.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -6.5% | +7.6% | -14.1% | -8.7% |
| 30D | -2.1% | +15.7% | -17.8% | -6.7% |
| 3M | -4.9% | +30.5% | -35.4% | -13.4% |
| 6M | -19.3% | +32.5% | -51.8% | -27.8% |
| YTD | +14.3% | +9.4% | +4.8% | +6.7% |
| 1Y | +17.3% | +28.4% | -11.0% | +2.9% |
| 3Y | -10.9% | +4.4% | -15.4% | -23.3% |
| 5Y | +47.4% | -64.5% | +111.9% | +109.5% |
| 10Y | -20.8% | +64.9% | -85.7% | -40.3% |
| All | -20.8% | +60.9% | -81.7% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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