+133.9%
HL vs EXEL
+59.2%
+74.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.4% |
| 7D | +1.5% | +8.4% | -6.9% | -0.6% |
| 30D | +25.1% | +4.1% | +21.0% | +23.6% |
| 3M | +22.9% | +12.4% | +10.5% | +19.8% |
| 6M | -4.9% | +41.5% | -46.4% | -10.2% |
| YTD | +7.8% | +34.6% | -26.8% | +1.7% |
| 1Y | +133.9% | +57.9% | +76.0% | +147.1% |
| All | +133.9% | +59.2% | +74.7% | +147.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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