+249.6%
HL vs EXE
+21.0%
+228.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.1% |
| 7D | -11.1% | +5.3% | -16.5% | -12.3% |
| 30D | -12.1% | -2.2% | -9.9% | -11.7% |
| 3M | -26.1% | -5.9% | -20.2% | -25.1% |
| 6M | -37.7% | -5.7% | -32.0% | -37.2% |
| YTD | -31.7% | -17.8% | -13.9% | -28.6% |
| 1Y | -11.6% | -23.1% | +11.5% | -5.3% |
| 3Y | +249.6% | +21.2% | +228.5% | +183.2% |
| All | +249.6% | +21.0% | +228.7% | +183.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling