-23.2%
HD vs EXE
+3.8%
-27.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.3% |
| 7D | -1.2% | -1.8% | +0.6% | -1.3% |
| 30D | -11.1% | +6.4% | -17.5% | -10.8% |
| 3M | +2.0% | +9.2% | -7.2% | +2.6% |
| 6M | -10.5% | -7.0% | -3.5% | -10.2% |
| YTD | -6.9% | -9.5% | +2.6% | -6.2% |
| 1Y | -23.2% | +6.2% | -29.4% | -19.7% |
| All | -23.2% | +3.8% | -27.0% | -19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling