+18.3%
EXPE vs HIG
+4.1%
+14.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.7% |
| 7D | -4.2% | -0.1% | -4.1% | -4.1% |
| 30D | -4.5% | +4.4% | -8.9% | -6.9% |
| 3M | -19.7% | 0.0% | -19.7% | -19.3% |
| 6M | +18.3% | +3.8% | +14.5% | +16.3% |
| All | +18.3% | +4.1% | +14.2% | +16.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling