+9.9%
HL vs EXC
+2,460.0%
-2,450.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -19.2% |
| 3M | -18.6% | +3.3% | -21.8% | -19.7% |
| 6M | -23.2% | +5.7% | -28.8% | -25.4% |
| YTD | -25.5% | +7.3% | -32.8% | -28.6% |
| 1Y | -4.8% | +2.9% | -7.7% | -7.3% |
| 3Y | +281.4% | +29.3% | +252.1% | +235.6% |
| 5Y | +137.8% | +40.1% | +97.8% | +103.0% |
| 10Y | +135.5% | +197.7% | -62.2% | +51.5% |
| All | +9.9% | +2,460.0% | -2,450.1% | +0.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling