-20.8%
HAL vs EXEL
+363.4%
-384.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.6% | +0.3% |
| 7D | -6.5% | -2.4% | -4.1% | -6.0% |
| 30D | -2.1% | +17.9% | -20.0% | -5.7% |
| 3M | -4.9% | +33.3% | -38.1% | -10.9% |
| 6M | -19.3% | +46.6% | -65.9% | -26.5% |
| YTD | +14.3% | +61.0% | -46.7% | +1.0% |
| 1Y | +17.3% | +70.4% | -53.1% | +2.1% |
| 3Y | -10.9% | +236.1% | -247.0% | -37.3% |
| 5Y | +47.4% | +284.8% | -237.4% | -2.9% |
| 10Y | -20.8% | +348.4% | -369.2% | -47.0% |
| All | -20.8% | +363.4% | -384.2% | -47.0% |
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