+39.7%
HAL vs EL
-66.1%
+105.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.6% |
| 7D | -12.0% | +0.8% | -12.7% | -12.1% |
| 30D | +0.3% | +16.5% | -16.2% | -2.2% |
| 3M | -1.6% | +29.2% | -30.8% | -6.1% |
| 6M | -20.5% | +27.9% | -48.4% | -24.3% |
| YTD | +14.2% | +6.2% | +8.0% | +11.6% |
| 1Y | +18.9% | +27.2% | -8.3% | +11.7% |
| 3Y | -13.7% | +3.2% | -16.9% | -21.1% |
| All | +39.7% | -66.1% | +105.9% | +68.9% |
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