+228.7%
HL vs EXE
+182.2%
+46.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.3% |
| 7D | -4.4% | -3.1% | -1.2% | -3.1% |
| 30D | +9.3% | -0.9% | +10.2% | +9.6% |
| 3M | +32.0% | +9.6% | +22.4% | +26.1% |
| 6M | -6.4% | -11.6% | +5.2% | -2.3% |
| YTD | +3.1% | -12.6% | +15.7% | +7.2% |
| 1Y | +77.6% | +1.2% | +76.4% | +70.5% |
| 3Y | +392.8% | +18.0% | +374.8% | +325.3% |
| 5Y | +234.1% | +101.1% | +133.0% | +113.1% |
| All | +228.7% | +182.2% | +46.5% | +62.3% |
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