+154.3%
HAL vs EXEL
+353.7%
-199.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -0.4% |
| 7D | -7.9% | +2.3% | -10.2% | -8.2% |
| 30D | -2.1% | +19.8% | -21.9% | -4.8% |
| 3M | +0.4% | +32.7% | -32.2% | -4.1% |
| 6M | -19.2% | +49.0% | -68.2% | -24.6% |
| YTD | +14.4% | +63.7% | -49.3% | +4.8% |
| 1Y | +18.0% | +75.8% | -57.8% | +6.7% |
| 3Y | -9.7% | +241.3% | -251.0% | -28.1% |
| 5Y | +40.1% | +289.0% | -248.9% | +7.8% |
| 10Y | -19.1% | +377.6% | -396.7% | -42.3% |
| All | +154.3% | +353.7% | -199.4% | +20.5% |
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