+138.4%
HLT vs EXE
+97.7%
+40.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.3% |
| 7D | -1.6% | -3.1% | +1.5% | -1.1% |
| 30D | -5.0% | -0.9% | -4.1% | -4.9% |
| 3M | -10.4% | +9.6% | -19.9% | -12.1% |
| 6M | +3.2% | -11.6% | +14.8% | +5.2% |
| YTD | +6.7% | -12.6% | +19.3% | +8.7% |
| 1Y | +10.3% | +1.2% | +9.1% | +8.4% |
| 3Y | +99.3% | +18.0% | +81.3% | +87.3% |
| All | +138.4% | +97.7% | +40.7% | +101.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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