+245.3%
HD vs EXPD
+337.7%
-92.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -1.3% |
| 7D | -1.2% | -1.6% | +0.4% | -0.5% |
| 30D | +20.9% | +0.6% | +20.3% | +20.3% |
| 3M | -0.2% | +9.8% | -10.0% | -5.1% |
| 6M | +14.5% | +25.8% | -11.3% | +1.5% |
| YTD | +4.3% | +31.3% | -26.9% | -11.2% |
| 1Y | -3.5% | +40.9% | -44.4% | -21.0% |
| 3Y | +30.1% | +74.7% | -44.6% | -7.9% |
| 5Y | +8.5% | +62.9% | -54.4% | -21.5% |
| 10Y | +245.3% | +334.3% | -89.1% | +58.0% |
| All | +245.3% | +337.7% | -92.4% | +58.0% |
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 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