+855.0%
EXPE vs HIG
+175.4%
+679.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.4% |
| 7D | -9.5% | +0.3% | -9.8% | -9.6% |
| 30D | -6.6% | -3.2% | -3.4% | -5.8% |
| 3M | +31.4% | +9.1% | +22.2% | +28.4% |
| 6M | +35.2% | -1.8% | +37.0% | +35.6% |
| YTD | +5.8% | +1.8% | +4.0% | +5.1% |
| 1Y | +38.7% | +4.6% | +34.1% | +36.7% |
| 3Y | +175.8% | +101.6% | +74.1% | +128.9% |
| 5Y | +111.8% | +124.5% | -12.6% | +71.9% |
| 10Y | +179.7% | +317.8% | -138.1% | +95.0% |
| All | +855.0% | +175.4% | +679.6% | +525.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling