+156.4%
EXPE vs HIG
+315.0%
-158.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -8.7% | -2.3% | -6.4% | -7.3% |
| 30D | -13.6% | -1.2% | -12.4% | -12.9% |
| 3M | +26.6% | +6.3% | +20.3% | +22.0% |
| 6M | +19.9% | +0.6% | +19.4% | +19.0% |
| YTD | -1.7% | +0.6% | -2.3% | -2.8% |
| 1Y | +29.4% | +6.1% | +23.3% | +23.6% |
| 3Y | +155.7% | +102.0% | +53.7% | +60.3% |
| 5Y | +93.1% | +119.2% | -26.1% | +14.6% |
| All | +156.4% | +315.0% | -158.6% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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