-31.7%
HL vs EXPD
+25.1%
-56.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.0% | -1.6% |
| 7D | -5.6% | -1.6% | -4.0% | -5.5% |
| 30D | -16.2% | +0.6% | -16.8% | -17.3% |
| 3M | -20.5% | +9.8% | -30.3% | -23.9% |
| 6M | -31.7% | +25.8% | -57.4% | -36.8% |
| All | -31.7% | +25.1% | -56.7% | -36.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling