+58.1%
HDB vs EXPD
+304.0%
-245.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.3% | +4.0% | +2.4% |
| 7D | +13.3% | -7.2% | +20.5% | +15.6% |
| 30D | +13.6% | -3.3% | +16.8% | +14.4% |
| 3M | +5.8% | +3.4% | +2.4% | +4.4% |
| 6M | -1.9% | +22.7% | -24.6% | -8.1% |
| YTD | -31.2% | +24.5% | -55.7% | -36.5% |
| 1Y | -29.6% | +38.6% | -68.2% | -37.2% |
| 3Y | -10.1% | +71.5% | -81.6% | -27.3% |
| 5Y | -24.3% | +56.2% | -80.6% | -38.0% |
| All | +58.1% | +304.0% | -245.9% | -6.9% |
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