+61.3%
HDB vs EXPD
+334.2%
-272.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.7% | 0.0% | +1.9% |
| 7D | +13.7% | -5.5% | +19.2% | +15.4% |
| 30D | +15.8% | -1.9% | +17.7% | +16.3% |
| 3M | +9.2% | +6.1% | +3.1% | +7.0% |
| 6M | +3.2% | +21.6% | -18.5% | -3.1% |
| YTD | -29.4% | +27.9% | -57.3% | -35.3% |
| 1Y | -27.9% | +39.4% | -67.3% | -35.8% |
| 3Y | -5.9% | +72.7% | -78.5% | -23.9% |
| 5Y | -23.5% | +60.3% | -83.8% | -37.8% |
| 10Y | +61.3% | +332.6% | -271.2% | -7.3% |
| All | +61.3% | +334.2% | -272.8% | -7.3% |
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