+255.0%
HL vs EXPD
+68.8%
+186.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.3% | +4.3% | +2.5% |
| 7D | +8.9% | -7.2% | +16.1% | +10.4% |
| 30D | -10.1% | -3.3% | -6.8% | -9.7% |
| 3M | -7.0% | +3.4% | -10.4% | -8.1% |
| 6M | -18.8% | +22.7% | -41.4% | -22.8% |
| YTD | -23.1% | +24.5% | -47.7% | -26.9% |
| 1Y | +8.9% | +38.6% | -29.8% | +2.0% |
| 3Y | +255.0% | +71.5% | +183.5% | +179.2% |
| All | +255.0% | +68.8% | +186.2% | +179.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling