+112.8%
HL vs EXEL
+281.2%
-168.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.6% |
| 7D | -11.1% | -0.8% | -10.3% | -10.9% |
| 30D | -12.1% | +13.1% | -25.2% | -14.1% |
| 3M | -26.1% | +36.3% | -62.4% | -30.1% |
| 6M | -37.7% | +34.5% | -72.3% | -41.0% |
| YTD | -31.7% | +57.4% | -89.1% | -36.9% |
| 1Y | -11.6% | +62.9% | -74.6% | -18.7% |
| 3Y | +249.6% | +229.5% | +20.1% | +159.7% |
| All | +112.8% | +281.2% | -168.4% | +55.2% |
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