+175.5%
EXE vs HBM
+309.8%
-134.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.5% | +7.8% | +1.6% |
| 7D | -2.2% | -3.7% | +1.5% | -1.6% |
| 30D | -0.8% | -3.7% | +2.9% | -0.5% |
| 3M | +10.0% | +8.0% | +2.0% | +7.3% |
| 6M | -6.3% | +15.8% | -22.1% | -11.4% |
| YTD | -10.7% | +34.4% | -45.0% | -19.3% |
| 1Y | +2.7% | +98.2% | -95.5% | -15.7% |
| 3Y | +19.1% | +476.6% | -457.5% | -28.7% |
| 5Y | +105.4% | +331.1% | -225.7% | +25.4% |
| All | +175.5% | +309.8% | -134.3% | +67.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling