+31,139.8%
HD vs EXPD
+30,859.1%
+280.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.7% |
| 7D | -2.1% | -1.1% | -0.9% | -1.7% |
| 30D | -8.4% | +4.1% | -12.5% | -9.5% |
| 3M | +4.3% | +17.9% | -13.6% | -0.4% |
| 6M | -11.1% | +29.2% | -40.4% | -17.6% |
| YTD | -4.7% | +27.4% | -32.0% | -11.8% |
| 1Y | -19.8% | +56.8% | -76.6% | -30.1% |
| 3Y | +4.1% | +68.0% | -63.9% | -11.6% |
| 5Y | +10.3% | +61.9% | -51.5% | -5.9% |
| 10Y | +203.2% | +316.0% | -112.8% | +103.2% |
| All | +31,139.8% | +30,859.1% | +280.7% | +11,942.8% |
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