+189.2%
HAS vs EXPD
+68.8%
+120.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.7% | +0.4% |
| 7D | -0.2% | -7.2% | +7.0% | +2.7% |
| 30D | +31.0% | -3.3% | +34.3% | +32.5% |
| 3M | +30.7% | +3.4% | +27.3% | +28.5% |
| 6M | +23.9% | +22.7% | +1.2% | +12.9% |
| YTD | +48.3% | +24.5% | +23.8% | +32.4% |
| 1Y | +60.2% | +38.6% | +21.6% | +35.1% |
| 3Y | +189.2% | +71.5% | +117.7% | +108.4% |
| All | +189.2% | +68.8% | +120.4% | +108.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling