+130.0%
HL vs ECL
+197.5%
-67.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -2.7% |
| 7D | -11.1% | +2.9% | -14.0% | -12.3% |
| 30D | -12.1% | +7.5% | -19.6% | -15.1% |
| 3M | -26.1% | +12.2% | -38.3% | -30.3% |
| 6M | -37.7% | +24.6% | -62.3% | -44.5% |
| YTD | -31.7% | +18.8% | -50.5% | -37.5% |
| 1Y | -11.6% | +19.3% | -31.0% | -19.3% |
| 3Y | +249.6% | +78.2% | +171.4% | +154.9% |
| 5Y | +108.5% | +38.8% | +69.7% | +68.5% |
| All | +130.0% | +197.5% | -67.5% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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