+101.5%
HAS vs EXPD
+313.3%
-211.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.8% | +0.6% |
| 7D | 0.0% | -4.8% | +4.8% | +2.4% |
| 30D | +31.3% | -1.5% | +32.8% | +32.2% |
| 3M | +32.1% | +4.1% | +28.0% | +28.8% |
| 6M | +28.1% | +24.0% | +4.1% | +13.3% |
| YTD | +49.1% | +27.4% | +21.7% | +27.8% |
| 1Y | +60.5% | +38.4% | +22.2% | +31.1% |
| 3Y | +183.9% | +73.2% | +110.7% | +100.0% |
| 5Y | +51.2% | +59.9% | -8.6% | +9.3% |
| All | +101.5% | +313.3% | -211.8% | -11.5% |
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