+3.2%
HAL vs EXC
+152.8%
-149.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | 0.0% |
| 7D | +2.9% | +0.3% | +2.6% | +2.8% |
| 30D | +17.0% | -3.7% | +20.8% | +19.2% |
| 3M | -9.7% | -1.3% | -8.4% | -9.6% |
| 6M | +8.6% | -9.7% | +18.3% | +13.8% |
| YTD | +33.0% | +2.9% | +30.1% | +28.6% |
| 1Y | +68.3% | +4.4% | +63.9% | +60.5% |
| 3Y | +0.1% | +22.2% | -22.1% | -17.1% |
| 5Y | +102.6% | +46.7% | +55.9% | +42.4% |
| All | +3.2% | +152.8% | -149.6% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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