+238.2%
HL vs EXEL
+192.6%
+45.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.4% | -3.7% |
| 7D | -5.6% | -2.9% | -2.7% | -5.1% |
| 30D | +12.7% | +11.9% | +0.9% | +10.5% |
| 3M | +42.5% | +9.2% | +33.3% | +40.4% |
| 6M | -9.0% | +39.1% | -48.1% | -13.8% |
| YTD | +4.4% | +31.0% | -26.6% | -0.3% |
| 1Y | +82.7% | +52.3% | +30.3% | +70.6% |
| 3Y | +406.3% | +159.7% | +246.5% | +293.6% |
| 5Y | +238.2% | +187.7% | +50.4% | +151.2% |
| All | +238.2% | +192.6% | +45.6% | +151.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling