+47.3%
EXPE vs HIG
+110.6%
-63.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.5% |
| 7D | -0.5% | +2.6% | -3.1% | -2.4% |
| 30D | -6.1% | +4.2% | -10.3% | -8.4% |
| 3M | -21.3% | +0.2% | -21.5% | -21.1% |
| 6M | +19.0% | +4.6% | +14.4% | +15.4% |
| YTD | -8.4% | +1.1% | -9.5% | -9.7% |
| 1Y | -2.8% | +4.7% | -7.5% | -6.6% |
| 3Y | +120.8% | +95.5% | +25.3% | +28.5% |
| All | +47.3% | +110.6% | -63.4% | -21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling