+155.4%
HBAN vs EXPD
+316.4%
-161.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.0% | -1.4% |
| 7D | -1.5% | +1.2% | -2.6% | -2.1% |
| 30D | -5.5% | +5.2% | -10.7% | -8.1% |
| 3M | -0.2% | +13.2% | -13.4% | -6.8% |
| 6M | +5.2% | +30.3% | -25.2% | -9.5% |
| YTD | -2.3% | +27.0% | -29.3% | -15.4% |
| 1Y | -2.2% | +57.3% | -59.5% | -25.4% |
| 3Y | +73.8% | +70.0% | +3.8% | +24.4% |
| 5Y | +35.2% | +61.6% | -26.4% | -3.2% |
| 10Y | +155.4% | +321.1% | -165.7% | -1.2% |
| All | +155.4% | +316.4% | -161.0% | -1.2% |
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