+10.8%
HD vs EXE
+109.5%
-98.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.0% |
| 7D | -2.1% | -0.3% | -1.8% | -2.0% |
| 30D | -8.4% | +8.5% | -16.9% | -9.1% |
| 3M | +4.3% | +5.5% | -1.1% | +3.8% |
| 6M | -11.1% | -5.9% | -5.2% | -10.8% |
| YTD | -4.7% | -9.7% | +5.0% | -3.9% |
| 1Y | -19.8% | +3.6% | -23.4% | -20.5% |
| 3Y | +4.1% | +18.0% | -13.9% | +0.4% |
| All | +10.8% | +109.5% | -98.7% | +3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling