+105.3%
HAL vs EL
-67.1%
+172.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.6% | -1.1% |
| 7D | +2.9% | +0.8% | +2.1% | +2.8% |
| 30D | +17.0% | +19.8% | -2.8% | +13.3% |
| 3M | -9.7% | +25.7% | -35.4% | -13.4% |
| 6M | +8.6% | +5.4% | +3.2% | +6.9% |
| YTD | +33.0% | +0.2% | +32.8% | +31.4% |
| 1Y | +68.3% | +20.4% | +47.9% | +59.1% |
| 3Y | +0.1% | -32.1% | +32.2% | +0.9% |
| All | +105.3% | -67.1% | +172.4% | +156.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling