+152.1%
EXE vs HBM
+237.4%
-85.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +1.5% | -1.3% | +2.8% | +1.6% |
| 30D | -0.2% | -14.8% | +14.6% | +2.2% |
| 3M | -9.2% | -20.7% | +11.4% | -6.3% |
| 6M | -7.2% | -13.9% | +6.7% | -7.1% |
| YTD | -18.3% | +10.6% | -28.9% | -24.1% |
| 1Y | -23.6% | +32.4% | -56.0% | -31.9% |
| 3Y | +21.9% | +432.0% | -410.1% | -26.9% |
| 5Y | +73.7% | +205.5% | -131.8% | +12.8% |
| All | +152.1% | +237.4% | -85.3% | +57.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling