+954.1%
HIG vs EXPD
+16,353.4%
-15,399.3%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -1.6% |
| 7D | -0.7% | -1.6% | +0.9% | -0.1% |
| 30D | +5.4% | +0.6% | +4.8% | +4.9% |
| 3M | -0.9% | +9.8% | -10.7% | -4.8% |
| 6M | +4.8% | +25.8% | -21.0% | -4.8% |
| YTD | +0.9% | +31.3% | -30.4% | -11.1% |
| 1Y | +6.5% | +40.9% | -34.5% | -8.9% |
| 3Y | +95.7% | +74.7% | +21.0% | +50.4% |
| 5Y | +107.1% | +62.9% | +44.2% | +59.5% |
| 10Y | +262.6% | +334.3% | -71.7% | +85.2% |
| All | +954.1% | +16,353.4% | -15,399.3% | +181.8% |
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