-19.1%
HAL vs EXPD
+334.2%
-353.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -1.4% |
| 7D | -7.9% | -5.5% | -2.4% | -5.0% |
| 30D | -2.1% | -1.9% | -0.2% | -1.1% |
| 3M | +0.4% | +6.1% | -5.7% | -3.4% |
| 6M | -19.2% | +21.6% | -40.9% | -28.7% |
| YTD | +14.4% | +27.9% | -13.5% | -4.4% |
| 1Y | +18.0% | +39.4% | -21.4% | -6.9% |
| 3Y | -9.7% | +72.7% | -82.4% | -40.1% |
| 5Y | +40.1% | +60.3% | -20.2% | -5.8% |
| 10Y | -19.1% | +332.6% | -351.7% | -71.0% |
| All | -19.1% | +334.2% | -353.3% | -71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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