+25.6%
HAL vs EXEL
+92.4%
-66.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.1% |
| 7D | -7.7% | +9.8% | -17.5% | -6.8% |
| 30D | +0.7% | +23.6% | -22.9% | +2.8% |
| 3M | +2.5% | +29.9% | -27.5% | +5.3% |
| 6M | -20.7% | +64.7% | -85.4% | -17.4% |
| YTD | +18.4% | +66.0% | -47.6% | +23.5% |
| 1Y | +25.6% | +92.0% | -66.4% | +29.6% |
| All | +25.6% | +92.4% | -66.8% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling