+647.9%
HBM vs EXPD
+316.4%
+331.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -1.4% |
| 7D | +5.5% | +1.2% | +4.4% | +4.6% |
| 30D | +3.3% | +5.2% | -1.9% | -0.2% |
| 3M | +12.7% | +13.2% | -0.6% | +3.5% |
| 6M | +28.2% | +30.3% | -2.1% | +6.1% |
| YTD | +45.3% | +27.0% | +18.3% | +19.7% |
| 1Y | +121.7% | +57.3% | +64.4% | +53.5% |
| 3Y | +523.5% | +70.0% | +453.5% | +294.4% |
| 5Y | +393.9% | +61.6% | +332.3% | +215.1% |
| 10Y | +647.9% | +321.1% | +326.8% | +148.7% |
| All | +647.9% | +316.4% | +331.5% | +148.7% |
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