+462.4%
HBM vs EXPD
+674.3%
-211.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.0% | -1.8% |
| 7D | +5.1% | +3.6% | +1.5% | +2.6% |
| 30D | -15.8% | +0.3% | -16.1% | -16.0% |
| 3M | -22.4% | +6.1% | -28.5% | -25.7% |
| 6M | -20.2% | +27.4% | -47.6% | -32.7% |
| YTD | +9.0% | +32.0% | -23.0% | -12.8% |
| 1Y | +27.4% | +40.5% | -13.2% | -2.6% |
| 3Y | +424.2% | +75.7% | +348.5% | +228.6% |
| 5Y | +196.1% | +61.7% | +134.4% | +92.5% |
| 10Y | +285.4% | +336.8% | -51.3% | +24.3% |
| All | +462.4% | +674.3% | -211.9% | +24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling