+153.5%
EXPE vs HIG
+99.1%
+54.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -2.0% | -5.9% | -6.8% |
| 7D | -9.8% | -1.1% | -8.7% | -9.2% |
| 30D | -11.5% | -4.9% | -6.6% | -9.1% |
| 3M | +21.7% | +6.8% | +14.9% | +17.8% |
| 6M | +10.4% | -1.7% | +12.1% | +11.1% |
| YTD | -2.5% | -0.2% | -2.3% | -3.1% |
| 1Y | +27.3% | +5.7% | +21.6% | +22.4% |
| 3Y | +153.5% | +100.3% | +53.2% | +85.5% |
| All | +153.5% | +99.1% | +54.4% | +85.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling