+117.7%
HL vs EXE
+165.2%
-47.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.2% |
| 7D | -11.1% | +5.3% | -16.5% | -13.1% |
| 30D | -12.1% | -2.2% | -9.9% | -11.6% |
| 3M | -26.1% | -5.9% | -20.2% | -24.7% |
| 6M | -37.7% | -5.7% | -32.0% | -37.0% |
| YTD | -31.7% | -17.8% | -13.9% | -27.5% |
| 1Y | -11.6% | -23.1% | +11.5% | -3.4% |
| 3Y | +249.6% | +21.2% | +228.5% | +195.0% |
| 5Y | +108.5% | +78.8% | +29.7% | +41.8% |
| All | +117.7% | +165.2% | -47.5% | +9.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling