+311.7%
HIG vs EXPD
+316.4%
-4.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.2% |
| 7D | -0.5% | +1.2% | -1.6% | -0.9% |
| 30D | -2.8% | +5.2% | -8.0% | -4.6% |
| 3M | +6.3% | +13.2% | -6.9% | +1.4% |
| 6M | -0.1% | +30.3% | -30.4% | -9.9% |
| YTD | +0.4% | +27.0% | -26.6% | -9.4% |
| 1Y | +6.2% | +57.3% | -51.1% | -12.4% |
| 3Y | +101.6% | +70.0% | +31.6% | +56.9% |
| 5Y | +119.8% | +61.6% | +58.2% | +69.9% |
| 10Y | +311.7% | +321.1% | -9.3% | +98.6% |
| All | +311.7% | +316.4% | -4.6% | +98.6% |
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