-23.1%
EXE vs HBM
+25.3%
-48.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +0.8% |
| 7D | +5.3% | +2.2% | +3.1% | +5.3% |
| 30D | -2.2% | -11.8% | +9.6% | -2.4% |
| 3M | -5.9% | -19.2% | +13.3% | -6.3% |
| 6M | -5.7% | -22.9% | +17.2% | -5.9% |
| YTD | -17.8% | +7.8% | -25.6% | -24.9% |
| 1Y | -23.1% | +34.9% | -58.0% | -36.9% |
| All | -23.1% | +25.3% | -48.4% | -36.9% |
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