+313.8%
EXPD vs HRB
+240.7%
+73.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.0% | +4.9% | +1.7% |
| 7D | -1.1% | -5.7% | +4.5% | 0.0% |
| 30D | +4.1% | +7.9% | -3.8% | +2.2% |
| 3M | +17.9% | +32.1% | -14.2% | +10.9% |
| 6M | +29.2% | +62.2% | -33.0% | +15.7% |
| YTD | +27.4% | +16.4% | +11.0% | +21.7% |
| 1Y | +56.8% | -0.3% | +57.1% | +54.5% |
| 3Y | +68.0% | +36.0% | +32.0% | +52.3% |
| 5Y | +61.9% | +125.2% | -63.3% | +30.0% |
| All | +313.8% | +240.7% | +73.2% | +193.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 10y: compounded portfolio wealth divided by compounded HRB 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…
10y analysis · Full analysis span regression · 6 months rolling