+268.4%
HIG vs EXPD
+329.8%
-61.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | +2.1% | -7.4% | +9.5% | +4.8% |
| 30D | +6.7% | -2.1% | +8.8% | +7.4% |
| 3M | -1.9% | +5.7% | -7.6% | -4.1% |
| 6M | +5.3% | +21.4% | -16.0% | -2.3% |
| YTD | +1.3% | +27.6% | -26.3% | -8.9% |
| 1Y | +7.2% | +36.1% | -28.9% | -6.3% |
| 3Y | +96.6% | +69.9% | +26.8% | +53.2% |
| 5Y | +110.0% | +59.7% | +50.3% | +63.9% |
| 10Y | +268.4% | +323.0% | -54.7% | +83.6% |
| All | +268.4% | +329.8% | -61.5% | +83.6% |
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