+242.6%
HL vs EXPD
+308.0%
-65.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.5% |
| 7D | +7.1% | -0.9% | +8.0% | +7.4% |
| 30D | +21.4% | +4.1% | +17.4% | +19.6% |
| 3M | +37.4% | +13.8% | +23.7% | +30.5% |
| 6M | +0.4% | +27.3% | -26.9% | -9.5% |
| YTD | +6.7% | +25.4% | -18.8% | -3.2% |
| 1Y | +102.4% | +54.4% | +48.0% | +67.9% |
| 3Y | +417.4% | +67.9% | +349.5% | +304.3% |
| 5Y | +243.3% | +59.2% | +184.2% | +167.9% |
| 10Y | +242.6% | +308.6% | -66.0% | +128.0% |
| All | +242.6% | +308.0% | -65.4% | +128.0% |
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