+243.6%
HL vs EXE
+191.4%
+52.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.0% |
| 7D | +1.5% | -0.3% | +1.7% | +1.5% |
| 30D | +25.1% | +8.5% | +16.6% | +20.7% |
| 3M | +22.9% | +5.5% | +17.4% | +19.5% |
| 6M | -4.9% | -5.9% | +1.0% | -3.6% |
| YTD | +7.8% | -9.7% | +17.5% | +10.6% |
| 1Y | +133.9% | +3.6% | +130.3% | +122.6% |
| 3Y | +380.9% | +18.0% | +362.9% | +316.2% |
| 5Y | +230.2% | +109.4% | +120.8% | +106.6% |
| All | +243.6% | +191.4% | +52.2% | +67.5% |
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 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