+106.4%
HIG vs EXPD
+61.0%
+45.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.0% | +0.1% |
| 7D | -0.5% | -5.5% | +5.0% | +0.7% |
| 30D | +4.5% | -1.9% | +6.3% | +4.8% |
| 3M | -5.5% | +6.1% | -11.6% | -6.8% |
| 6M | +3.1% | +21.6% | -18.5% | -1.6% |
| YTD | -0.8% | +27.9% | -28.7% | -7.1% |
| 1Y | +6.1% | +39.4% | -33.3% | -3.0% |
| 3Y | +94.1% | +72.7% | +21.5% | +64.6% |
| 5Y | +106.4% | +60.3% | +46.1% | +72.1% |
| All | +106.4% | +61.0% | +45.4% | +72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling