+97.5%
HAL vs EXE
+188.3%
-90.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.1% | -3.0% |
| 7D | -3.3% | -2.2% | -1.1% | -2.1% |
| 30D | +7.2% | -0.8% | +8.0% | +7.7% |
| 3M | -8.8% | +10.0% | -18.8% | -13.9% |
| 6M | +3.0% | -6.3% | +9.3% | +6.2% |
| YTD | +29.4% | -10.7% | +40.1% | +35.5% |
| 1Y | +62.8% | +2.7% | +60.2% | +55.8% |
| 3Y | -6.4% | +19.1% | -25.6% | -20.8% |
| 5Y | +103.6% | +105.4% | -1.8% | +21.1% |
| All | +97.5% | +188.3% | -90.8% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EXE 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling