+137.8%
HL vs EXC
+41.1%
+96.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.3% | -7.0% | -7.2% |
| 7D | +8.2% | +0.1% | +8.1% | +8.2% |
| 30D | -16.3% | +9.0% | -25.3% | -19.1% |
| 3M | -18.6% | +3.3% | -21.8% | -19.7% |
| 6M | -23.2% | +5.7% | -28.8% | -25.5% |
| YTD | -25.5% | +7.3% | -32.8% | -29.1% |
| 1Y | -4.8% | +2.9% | -7.7% | -7.4% |
| 3Y | +281.4% | +29.3% | +252.1% | +215.0% |
| 5Y | +137.8% | +40.1% | +97.8% | +109.4% |
| All | +137.8% | +41.1% | +96.7% | +109.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling