+25.0%
HL vs EXPE
+48.9%
-23.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +10.5% | +2.6% | +11.9% |
| 7D | +0.2% | +14.6% | -14.4% | -1.1% |
| 30D | -12.1% | +21.4% | -33.5% | -13.8% |
| 3M | -2.8% | +1.4% | -4.2% | -3.5% |
| 6M | -14.9% | +28.6% | -43.5% | -17.1% |
| YTD | -22.0% | +12.1% | -34.2% | -22.3% |
| 1Y | +25.0% | +50.0% | -25.0% | +11.3% |
| All | +25.0% | +48.9% | -23.9% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 1y: compounded portfolio wealth divided by compounded EXPE 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…
1y analysis · Full analysis span regression · 6 months rolling