+486.0%
HAL vs EL
+1,685.7%
-1,199.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.6% | -1.6% |
| 7D | +2.9% | +0.8% | +2.1% | +2.6% |
| 30D | +17.0% | +19.8% | -2.8% | +9.3% |
| 3M | -9.7% | +25.7% | -35.4% | -17.3% |
| 6M | +8.6% | +5.4% | +3.2% | +3.5% |
| YTD | +33.0% | +0.2% | +32.8% | +27.4% |
| 1Y | +68.3% | +20.4% | +47.9% | +49.5% |
| 3Y | +0.1% | -32.1% | +32.2% | +0.6% |
| 5Y | +102.6% | -67.2% | +169.8% | +158.9% |
| 10Y | +3.8% | +31.7% | -27.9% | -20.0% |
| All | +486.0% | +1,685.7% | -1,199.8% | +111.6% |
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