+29.9%
HD vs EXE
+192.2%
-162.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.3% |
| 7D | -1.2% | -1.8% | +0.6% | -1.0% |
| 30D | -11.1% | +6.4% | -17.5% | -11.6% |
| 3M | +2.0% | +9.2% | -7.2% | +1.2% |
| 6M | -10.5% | -7.0% | -3.5% | -10.0% |
| YTD | -6.9% | -9.5% | +2.6% | -6.2% |
| 1Y | -23.2% | +6.2% | -29.4% | -24.1% |
| 3Y | +3.1% | +20.7% | -17.7% | -0.6% |
| 5Y | +7.4% | +103.6% | -96.3% | +0.4% |
| All | +29.9% | +192.2% | -162.3% | +20.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling