+205.5%
HBM vs EXPD
+62.8%
+142.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -1.4% |
| 7D | -1.3% | -1.6% | +0.3% | -0.4% |
| 30D | -14.8% | +0.6% | -15.4% | -15.1% |
| 3M | -20.7% | +9.8% | -30.5% | -24.3% |
| 6M | -13.9% | +25.8% | -39.7% | -23.1% |
| YTD | +10.6% | +31.3% | -20.6% | -5.3% |
| 1Y | +32.4% | +40.9% | -8.6% | +9.0% |
| 3Y | +432.0% | +74.7% | +357.3% | +272.4% |
| 5Y | +205.5% | +62.9% | +142.6% | +110.5% |
| All | +205.5% | +62.8% | +142.6% | +110.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling