+284.2%
HL vs EXC
+152.4%
+131.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.2% |
| 7D | +0.4% | +0.3% | +0.1% | +0.2% |
| 30D | +18.8% | -0.9% | +19.7% | +19.3% |
| 3M | +43.7% | -2.7% | +46.4% | +45.0% |
| 6M | -1.0% | -9.4% | +8.3% | +3.1% |
| YTD | +8.7% | +3.0% | +5.7% | +4.4% |
| 1Y | +105.0% | +5.1% | +99.9% | +93.7% |
| 3Y | +427.3% | +20.6% | +406.7% | +348.6% |
| 5Y | +249.3% | +45.7% | +203.6% | +162.6% |
| 10Y | +284.2% | +160.8% | +123.3% | +73.6% |
| All | +284.2% | +152.4% | +131.8% | +73.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling