-18.9%
EXE vs HBM
+47.3%
-66.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.6% | -6.6% | -2.9% |
| 7D | -4.7% | -5.8% | +1.2% | -4.7% |
| 30D | +1.0% | -18.5% | +19.5% | +0.8% |
| 3M | -5.6% | -10.3% | +4.6% | -5.8% |
| 6M | -12.3% | +2.1% | -14.4% | -12.4% |
| YTD | -19.5% | +12.0% | -31.5% | -25.0% |
| 1Y | -18.9% | +49.8% | -68.6% | -31.5% |
| All | -18.9% | +47.3% | -66.2% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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