+249.6%
HL vs EXPE
+121.7%
+128.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.6% |
| 7D | -11.1% | -0.5% | -10.6% | -11.0% |
| 30D | -12.1% | -6.1% | -6.0% | -11.2% |
| 3M | -26.1% | -21.3% | -4.8% | -23.2% |
| 6M | -37.7% | +19.0% | -56.7% | -40.1% |
| YTD | -31.7% | -8.4% | -23.3% | -31.7% |
| 1Y | -11.6% | -2.8% | -8.9% | -13.1% |
| 3Y | +249.6% | +120.8% | +128.9% | +130.9% |
| All | +249.6% | +121.7% | +128.0% | +130.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling