-37.7%
HL vs ECL
+24.0%
-61.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -2.6% |
| 7D | -11.1% | +2.9% | -14.0% | -12.2% |
| 30D | -12.1% | +7.5% | -19.6% | -13.7% |
| 3M | -26.1% | +12.2% | -38.3% | -28.3% |
| 6M | -37.7% | +24.6% | -62.3% | -41.7% |
| All | -37.7% | +24.0% | -61.7% | -41.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling