+25.0%
HL vs EXC
+1.0%
+24.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +1.6% | +11.5% | +13.7% |
| 7D | +0.2% | +3.3% | -3.1% | +1.4% |
| 30D | -12.1% | +13.3% | -25.4% | -8.0% |
| 3M | -2.8% | +1.8% | -4.7% | -2.5% |
| 6M | -14.9% | +1.1% | -16.0% | -14.4% |
| YTD | -22.0% | +9.0% | -31.1% | -15.5% |
| 1Y | +25.0% | +3.4% | +21.7% | +38.5% |
| All | +25.0% | +1.0% | +24.0% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 1y: compounded portfolio wealth divided by compounded EXC 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…
1y analysis · Full analysis span regression · 6 months rolling