+252.2%
HL vs EXE
+98.8%
+153.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.5% |
| 7D | +0.4% | -2.7% | +3.1% | +1.5% |
| 30D | +18.8% | -0.4% | +19.2% | +18.8% |
| 3M | +43.7% | +9.5% | +34.2% | +37.7% |
| 6M | -1.0% | -9.3% | +8.3% | +1.9% |
| YTD | +8.7% | -10.9% | +19.6% | +12.0% |
| 1Y | +105.0% | +4.3% | +100.7% | +94.8% |
| 3Y | +427.3% | +18.8% | +408.5% | +356.4% |
| All | +252.2% | +98.8% | +153.4% | +142.5% |
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