+7.8%
HD vs EXPD
+52.5%
-44.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +2.9% | +0.2% |
| 7D | +6.4% | -4.8% | +11.2% | +8.3% |
| 30D | +22.1% | -1.5% | +23.6% | +22.6% |
| 3M | -0.2% | +4.1% | -4.3% | -2.2% |
| 6M | +12.6% | +24.0% | -11.4% | +2.3% |
| YTD | +3.9% | +27.4% | -23.5% | -8.2% |
| 1Y | -3.7% | +38.4% | -42.1% | -18.3% |
| 3Y | +27.9% | +73.2% | -45.3% | -6.0% |
| 5Y | +7.8% | +59.9% | -52.0% | -17.7% |
| All | +7.8% | +52.5% | -44.7% | -17.7% |
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