While the (previously) accepted answer was correct, in the intervening years the industry has gone ahead by leaps and bounds... Two very good open-source and extremely actively developed options are
- Proton Native. Works with React Native components and does not use Electron (see above), which makes generated apps therefore more "lightweight" than the ones generated by Electron. Uses libui under the hood.
I am not taking exe literaly, but you can setup a desktop application with node-webkit which will basicaly run your webapp localy in a webkit browser. see http://strongloop.com/strongblog/creating-desktop-applications-with-node-webkit/
For window apps
For console apps
If you only need a tool to run in the background or from command line, here's my pet project called RapidEXE - it's quite simple to use, somewhat extendable and features PHP 7 out of the box. Also, it's free and always will be. But since there's no browser involved, technically this is not solution for HTML/CSS/JS; just something very similar, like using web-related languages to create EXE files.
A real compiler: JSC
A bonus track: "chrome --app" and RAR