+154.1%
HAL vs EXEL
+346.4%
-192.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.6% | +0.2% |
| 7D | -6.5% | -2.4% | -4.1% | -6.1% |
| 30D | -2.1% | +17.9% | -20.0% | -4.7% |
| 3M | -4.9% | +33.3% | -38.1% | -9.2% |
| 6M | -19.3% | +46.6% | -65.9% | -24.4% |
| YTD | +14.3% | +61.0% | -46.7% | +5.0% |
| 1Y | +17.3% | +70.4% | -53.1% | +6.6% |
| 3Y | -10.9% | +236.1% | -247.0% | -28.9% |
| 5Y | +47.4% | +284.8% | -237.4% | +13.6% |
| 10Y | -20.8% | +348.4% | -369.2% | -43.0% |
| All | +154.1% | +346.4% | -192.2% | +20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling