+418.3%
HL vs EXPE
+776.5%
-358.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.9% | +6.8% | +1.3% |
| 7D | +7.1% | -9.8% | +16.8% | +10.3% |
| 30D | +21.4% | -11.5% | +32.9% | +25.5% |
| 3M | +37.4% | +21.7% | +15.7% | +28.5% |
| 6M | +0.4% | +10.4% | -10.0% | -4.3% |
| YTD | +6.7% | -2.5% | +9.2% | +3.7% |
| 1Y | +102.4% | +27.3% | +75.0% | +80.0% |
| 3Y | +417.4% | +153.5% | +263.9% | +255.2% |
| 5Y | +243.3% | +91.1% | +152.2% | +144.1% |
| 10Y | +242.6% | +153.1% | +89.4% | +99.5% |
| All | +418.3% | +776.5% | -358.2% | +12.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling