+80.3%
HAL vs EXE
+163.8%
-83.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.8% | +2.6% | +2.9% |
| 7D | -0.2% | +1.5% | -1.7% | -1.0% |
| 30D | +1.0% | -0.2% | +1.2% | +1.0% |
| 3M | -2.1% | -9.2% | +7.1% | +3.1% |
| 6M | -17.5% | -7.2% | -10.2% | -14.5% |
| YTD | +18.1% | -18.3% | +36.4% | +29.7% |
| 1Y | +19.7% | -23.6% | +43.3% | +36.4% |
| 3Y | -7.9% | +21.9% | -29.8% | -23.8% |
| 5Y | +53.1% | +73.7% | -20.6% | +1.6% |
| All | +80.3% | +163.8% | -83.4% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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