+4,236.8%
HDB vs EXPD
+1,557.5%
+2,679.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | +12.7% | -7.4% | +20.1% | +16.5% |
| 30D | +16.6% | -2.1% | +18.7% | +17.4% |
| 3M | +10.8% | +5.7% | +5.1% | +7.4% |
| 6M | +3.8% | +21.4% | -17.5% | -5.9% |
| YTD | -28.9% | +27.6% | -56.5% | -38.2% |
| 1Y | -28.0% | +36.1% | -64.1% | -39.4% |
| 3Y | -7.2% | +69.9% | -77.0% | -32.3% |
| 5Y | -22.2% | +59.7% | -81.9% | -43.3% |
| 10Y | +63.6% | +323.0% | -259.5% | -31.8% |
| All | +4,236.8% | +1,557.5% | +2,679.3% | +989.6% |
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 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