+151.4%
EXE vs HIG
+206.5%
-55.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +3.6% | -0.1% | +3.7% | +3.6% |
| 30D | -4.3% | +4.4% | -8.7% | -6.0% |
| 3M | -7.7% | 0.0% | -7.7% | -7.8% |
| 6M | -7.2% | +3.8% | -11.0% | -9.1% |
| YTD | -18.5% | +0.7% | -19.2% | -19.4% |
| 1Y | -24.4% | +5.0% | -29.4% | -26.7% |
| 3Y | +21.6% | +95.3% | -73.8% | -10.7% |
| 5Y | +77.3% | +110.8% | -33.4% | +23.9% |
| All | +151.4% | +206.5% | -55.2% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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