+82.7%
HL vs EXC
+4.5%
+78.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -4.3% |
| 7D | -5.6% | -1.6% | -4.0% | -6.3% |
| 30D | +12.7% | -2.4% | +15.1% | +11.6% |
| 3M | +42.5% | -4.0% | +46.5% | +40.3% |
| 6M | -9.0% | -9.8% | +0.8% | -11.9% |
| YTD | +4.4% | +2.3% | +2.1% | +10.4% |
| 1Y | +82.7% | +3.8% | +78.8% | +107.4% |
| All | +82.7% | +4.5% | +78.2% | +107.4% |
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