+0.8%
HL vs EXC
+2,500.5%
-2,499.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.2% | -2.4% |
| 7D | -11.1% | +1.4% | -12.5% | -11.6% |
| 30D | -12.1% | +8.6% | -20.6% | -15.0% |
| 3M | -26.1% | +2.4% | -28.5% | -26.9% |
| 6M | -37.7% | +6.5% | -44.2% | -39.7% |
| YTD | -31.7% | +9.0% | -40.7% | -35.0% |
| 1Y | -11.6% | +4.6% | -16.2% | -14.6% |
| 3Y | +249.6% | +33.5% | +216.2% | +203.9% |
| 5Y | +108.5% | +41.4% | +67.1% | +77.3% |
| 10Y | +127.0% | +204.3% | -77.3% | +44.8% |
| All | +0.8% | +2,500.5% | -2,499.7% | -8.1% |
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