+527.4%
HBM vs EXPD
+66.3%
+461.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.5% | +7.3% | +6.2% |
| 7D | +7.4% | -0.9% | +8.3% | +7.6% |
| 30D | +5.1% | +4.1% | +1.0% | +3.7% |
| 3M | +11.1% | +13.8% | -2.7% | +6.6% |
| 6M | +30.2% | +27.3% | +2.9% | +20.2% |
| YTD | +46.2% | +25.4% | +20.8% | +34.0% |
| 1Y | +120.0% | +54.4% | +65.7% | +83.4% |
| 3Y | +527.4% | +67.9% | +459.5% | +384.0% |
| All | +527.4% | +66.3% | +461.1% | +384.0% |
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 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