+20.3%
EXE vs HBM
+506.5%
-486.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | -2.7% | +5.5% | -8.2% | -3.2% |
| 30D | -0.4% | +3.3% | -3.7% | -0.8% |
| 3M | +9.5% | +12.7% | -3.2% | +7.6% |
| 6M | -9.3% | +28.2% | -37.5% | -13.1% |
| YTD | -10.9% | +45.3% | -56.2% | -17.4% |
| 1Y | +4.3% | +121.7% | -117.4% | -10.7% |
| All | +20.3% | +506.5% | -486.3% | -22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling