-11.6%
HL vs EXC
+3.6%
-15.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.2% | -1.4% |
| 7D | -11.1% | +1.4% | -12.5% | -10.7% |
| 30D | -12.1% | +8.6% | -20.6% | -9.3% |
| 3M | -26.1% | +2.4% | -28.5% | -25.7% |
| 6M | -37.7% | +6.5% | -44.2% | -36.2% |
| YTD | -31.7% | +9.0% | -40.7% | -26.2% |
| 1Y | -11.6% | +4.6% | -16.2% | -1.8% |
| All | -11.6% | +3.6% | -15.3% | -1.8% |
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