+7.4%
HAL vs EXEL
+378.5%
-371.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.7% |
| 7D | -1.3% | -0.3% | -1.0% | -1.3% |
| 30D | +10.9% | +10.1% | +0.7% | +8.6% |
| 3M | -5.8% | +10.1% | -15.9% | -8.2% |
| 6M | +8.1% | +37.7% | -29.6% | 0.0% |
| YTD | +33.2% | +33.1% | +0.1% | +23.7% |
| 1Y | +74.2% | +52.4% | +21.8% | +56.1% |
| 3Y | -3.7% | +163.8% | -167.5% | -26.8% |
| 5Y | +111.9% | +198.5% | -86.6% | +52.8% |
| 10Y | +7.4% | +386.9% | -379.5% | -21.8% |
| All | +7.4% | +378.5% | -371.1% | -21.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling