+183.9%
HLT vs EXE
+182.2%
+1.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.4% |
| 7D | -1.6% | -3.1% | +1.5% | -1.0% |
| 30D | -5.0% | -0.9% | -4.1% | -4.9% |
| 3M | -10.4% | +9.6% | -19.9% | -12.2% |
| 6M | +3.2% | -11.6% | +14.8% | +5.3% |
| YTD | +6.7% | -12.6% | +19.3% | +8.8% |
| 1Y | +10.3% | +1.2% | +9.1% | +8.3% |
| 3Y | +99.3% | +18.0% | +81.3% | +86.8% |
| 5Y | +143.7% | +101.1% | +42.6% | +96.3% |
| All | +183.9% | +182.2% | +1.7% | +110.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling