+4,243.5%
HDB vs EXPD
+1,604.8%
+2,638.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -1.2% |
| 7D | +6.9% | -1.6% | +8.5% | +7.6% |
| 30D | +15.2% | +0.6% | +14.6% | +14.6% |
| 3M | +11.7% | +9.8% | +1.9% | +6.4% |
| 6M | +7.5% | +25.8% | -18.2% | -4.2% |
| YTD | -28.8% | +31.3% | -60.1% | -38.9% |
| 1Y | -29.1% | +40.9% | -70.0% | -41.3% |
| 3Y | -7.0% | +74.7% | -81.7% | -33.0% |
| 5Y | -22.1% | +62.9% | -84.9% | -43.6% |
| 10Y | +64.9% | +334.3% | -269.4% | -32.1% |
| All | +4,243.5% | +1,604.8% | +2,638.7% | +976.9% |
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 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