-19.1%
HAL vs EXC
+176.1%
-195.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | -7.9% | -1.7% | -6.2% | -7.1% |
| 30D | -2.1% | +9.3% | -11.4% | -7.0% |
| 3M | +0.4% | +1.0% | -0.6% | -0.6% |
| 6M | -19.2% | +5.9% | -25.2% | -22.7% |
| YTD | +14.4% | +7.6% | +6.7% | +7.5% |
| 1Y | +18.0% | +2.4% | +15.6% | +13.9% |
| 3Y | -9.7% | +30.2% | -39.9% | -28.2% |
| 5Y | +40.1% | +41.4% | -1.2% | +1.8% |
| 10Y | -19.1% | +183.8% | -202.9% | -52.6% |
| All | -19.1% | +176.1% | -195.2% | -52.6% |
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