+417.4%
HL vs EXC
+21.1%
+396.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.2% |
| 7D | +7.1% | +1.2% | +5.8% | +6.8% |
| 30D | +21.4% | -2.7% | +24.2% | +22.0% |
| 3M | +37.4% | -1.0% | +38.4% | +37.2% |
| 6M | +0.4% | -9.3% | +9.7% | +2.5% |
| YTD | +6.7% | +3.6% | +3.1% | +4.4% |
| 1Y | +102.4% | +5.9% | +96.4% | +95.0% |
| 3Y | +417.4% | +21.3% | +396.1% | +350.5% |
| All | +417.4% | +21.1% | +396.4% | +350.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling