+5.8%
HD vs EXPD
+55.6%
-49.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.4% | -1.0% |
| 7D | +4.3% | -7.2% | +11.5% | +7.2% |
| 30D | +20.2% | -3.3% | +23.5% | +21.5% |
| 3M | -1.0% | +3.4% | -4.4% | -2.8% |
| 6M | +7.9% | +22.7% | -14.8% | -1.5% |
| YTD | +2.0% | +24.5% | -22.5% | -9.1% |
| 1Y | -4.3% | +38.6% | -43.0% | -19.1% |
| 3Y | +25.9% | +71.5% | -45.6% | -7.3% |
| All | +5.8% | +55.6% | -49.8% | -18.4% |
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