-9.7%
HAL vs EXEL
+244.2%
-253.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | 0.0% |
| 7D | -7.9% | +2.3% | -10.2% | -8.0% |
| 30D | -2.1% | +19.8% | -21.9% | -2.9% |
| 3M | +0.4% | +32.7% | -32.2% | -1.0% |
| 6M | -19.2% | +49.0% | -68.2% | -21.2% |
| YTD | +14.4% | +63.7% | -49.3% | +10.5% |
| 1Y | +18.0% | +75.8% | -57.8% | +13.1% |
| 3Y | -9.7% | +241.3% | -251.0% | -22.4% |
| All | -9.7% | +244.2% | -253.9% | -22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling