+249.3%
HL vs ECL
+25.4%
+223.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +3.0% |
| 7D | +0.4% | -2.7% | +3.1% | +1.8% |
| 30D | +18.8% | -4.3% | +23.1% | +21.4% |
| 3M | +43.7% | +3.2% | +40.5% | +41.1% |
| 6M | -1.0% | -2.9% | +1.9% | +0.1% |
| YTD | +8.7% | +4.3% | +4.5% | +6.3% |
| 1Y | +105.0% | +1.6% | +103.4% | +102.2% |
| 3Y | +427.3% | +54.3% | +373.0% | +307.4% |
| 5Y | +249.3% | +26.5% | +222.8% | +175.2% |
| All | +249.3% | +25.4% | +223.9% | +175.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling