+104.3%
HIG vs EXPD
+68.8%
+35.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.3% |
| 7D | +0.3% | -1.1% | +1.4% | +0.5% |
| 30D | -3.2% | +4.1% | -7.3% | -3.8% |
| 3M | +9.1% | +17.9% | -8.8% | +6.3% |
| 6M | -1.8% | +29.2% | -31.0% | -5.9% |
| YTD | +1.8% | +27.4% | -25.6% | -2.7% |
| 1Y | +4.6% | +56.8% | -52.3% | -4.6% |
| All | +104.3% | +68.8% | +35.5% | +81.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling