+2.7%
HL vs EXPD
+39.7%
-37.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.7% | +1.8% | +3.7% |
| 7D | +13.8% | -5.5% | +19.3% | +15.4% |
| 30D | -9.7% | -1.9% | -7.8% | -9.7% |
| 3M | -8.5% | +6.1% | -14.6% | -11.1% |
| 6M | -17.2% | +21.6% | -38.8% | -23.7% |
| YTD | -19.6% | +27.9% | -47.5% | -28.9% |
| All | +2.7% | +39.7% | -37.0% | -11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling