+134.4%
HL vs EXPD
+336.9%
-202.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.6% | -6.0% | -5.7% |
| 7D | -7.6% | +3.6% | -11.2% | -8.9% |
| 30D | -17.5% | +0.3% | -17.8% | -17.8% |
| 3M | -26.2% | +6.1% | -32.3% | -28.2% |
| 6M | -35.1% | +27.4% | -62.4% | -41.4% |
| YTD | -30.4% | +32.0% | -62.4% | -38.5% |
| 1Y | -14.0% | +40.5% | -54.5% | -25.9% |
| 3Y | +256.3% | +75.7% | +180.6% | +170.8% |
| 5Y | +112.5% | +61.7% | +50.8% | +64.3% |
| All | +134.4% | +336.9% | -202.5% | +26.9% |
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