+417.4%
HL vs EXPE
+162.6%
+254.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.9% | +6.8% | +0.3% |
| 7D | +7.1% | -9.8% | +16.8% | +9.0% |
| 30D | +21.4% | -11.5% | +32.9% | +23.9% |
| 3M | +37.4% | +21.7% | +15.7% | +32.0% |
| 6M | +0.4% | +10.4% | -10.0% | -2.4% |
| YTD | +6.7% | -2.5% | +9.2% | +5.6% |
| 1Y | +102.4% | +27.3% | +75.0% | +86.6% |
| 3Y | +417.4% | +153.5% | +263.9% | +276.8% |
| All | +417.4% | +162.6% | +254.8% | +276.8% |
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