+403.9%
HAL vs EL
+1,845.6%
-1,441.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.8% |
| 7D | -7.9% | +8.0% | -15.9% | -10.3% |
| 30D | -2.1% | +15.4% | -17.5% | -6.9% |
| 3M | +0.4% | +28.5% | -28.1% | -8.8% |
| 6M | -19.2% | +32.2% | -51.5% | -28.2% |
| YTD | +14.4% | +9.2% | +5.2% | +5.9% |
| 1Y | +18.0% | +30.8% | -12.8% | +2.2% |
| 3Y | -9.7% | +3.7% | -13.4% | -21.6% |
| 5Y | +40.1% | -64.8% | +104.9% | +74.7% |
| 10Y | -19.1% | +60.0% | -79.1% | -41.9% |
| All | +403.9% | +1,845.6% | -1,441.7% | +75.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling