-13.7%
HAL vs EXC
+26.3%
-40.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | -0.4% |
| 7D | -12.0% | -1.2% | -10.8% | -12.0% |
| 30D | +0.3% | +10.0% | -9.7% | +1.0% |
| 3M | -1.6% | +1.6% | -3.2% | -1.5% |
| 6M | -20.5% | +3.3% | -23.7% | -20.2% |
| YTD | +14.2% | +7.6% | +6.7% | +14.7% |
| 1Y | +18.9% | +3.5% | +15.4% | +19.1% |
| 3Y | -13.7% | +27.7% | -41.4% | -16.2% |
| All | -13.7% | +26.3% | -40.0% | -16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling