+134.4%
HL vs EXC
+201.2%
-66.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.5% | -5.5% |
| 7D | -7.6% | -1.9% | -5.7% | -6.7% |
| 30D | -17.5% | +7.8% | -25.3% | -20.8% |
| 3M | -26.2% | +1.9% | -28.1% | -27.1% |
| 6M | -35.1% | +3.4% | -38.4% | -36.9% |
| YTD | -30.4% | +7.6% | -38.0% | -34.7% |
| 1Y | -14.0% | +2.1% | -16.1% | -16.9% |
| 3Y | +256.3% | +29.6% | +226.7% | +192.0% |
| 5Y | +112.5% | +39.5% | +73.0% | +65.9% |
| All | +134.4% | +201.2% | -66.8% | +8.1% |
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