+249.3%
HL vs EXPE
+89.3%
+160.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.1% |
| 7D | +0.4% | -11.5% | +11.9% | +3.3% |
| 30D | +18.8% | -13.1% | +31.9% | +22.6% |
| 3M | +43.7% | +18.1% | +25.6% | +37.0% |
| 6M | -1.0% | +13.3% | -14.3% | -5.5% |
| YTD | +8.7% | -3.2% | +11.9% | +6.8% |
| 1Y | +105.0% | +26.1% | +78.9% | +85.6% |
| 3Y | +427.3% | +151.7% | +275.6% | +268.9% |
| 5Y | +249.3% | +88.3% | +160.9% | +131.6% |
| All | +249.3% | +89.3% | +160.0% | +131.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling