+37.6%
HDB vs EXPD
+314.6%
-276.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | +0.4% | -1.1% | +1.6% | +0.8% |
| 30D | -2.8% | +4.1% | -6.9% | -4.0% |
| 3M | -3.5% | +17.9% | -21.4% | -8.3% |
| 6M | -24.7% | +29.2% | -53.9% | -30.6% |
| YTD | -36.6% | +27.4% | -63.9% | -41.7% |
| 1Y | -34.4% | +56.8% | -91.2% | -43.9% |
| 3Y | -24.4% | +68.0% | -92.4% | -38.1% |
| 5Y | -35.4% | +61.9% | -97.2% | -47.6% |
| All | +37.6% | +314.6% | -276.9% | -18.6% |
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