+32.4%
HBM vs EXPD
+40.0%
-7.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.6% |
| 7D | -1.3% | -1.6% | +0.3% | -1.1% |
| 30D | -14.8% | +0.6% | -15.4% | -15.0% |
| 3M | -20.7% | +9.8% | -30.5% | -21.8% |
| 6M | -13.9% | +25.8% | -39.7% | -16.4% |
| YTD | +10.6% | +31.3% | -20.6% | +2.2% |
| 1Y | +32.4% | +40.9% | -8.6% | +16.0% |
| All | +32.4% | +40.0% | -7.7% | +16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling