+59.1%
HL vs ECL
+13,009.7%
-12,950.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | +1.5% | -2.6% | +4.1% | +2.5% |
| 30D | +25.1% | -2.2% | +27.2% | +26.0% |
| 3M | +22.9% | +10.1% | +12.8% | +18.4% |
| 6M | -4.9% | -5.7% | +0.8% | -3.0% |
| YTD | +7.8% | +7.0% | +0.9% | +5.1% |
| 1Y | +133.9% | +2.7% | +131.2% | +130.9% |
| 3Y | +380.9% | +57.7% | +323.2% | +302.9% |
| 5Y | +230.2% | +31.1% | +199.1% | +192.1% |
| 10Y | +265.6% | +150.9% | +114.7% | +159.3% |
| All | +59.1% | +13,009.7% | -12,950.6% | -17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling