+18.6%
HL vs EXPD
+30,988.6%
-30,970.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.7% | +1.8% | +4.0% |
| 7D | +13.8% | -5.5% | +19.3% | +15.0% |
| 30D | -9.7% | -1.9% | -7.8% | -9.5% |
| 3M | -8.5% | +6.1% | -14.6% | -9.8% |
| 6M | -17.2% | +21.6% | -38.8% | -20.7% |
| YTD | -19.6% | +27.9% | -47.5% | -24.1% |
| 1Y | +11.1% | +39.4% | -28.3% | +3.2% |
| 3Y | +299.7% | +72.7% | +227.0% | +250.8% |
| 5Y | +156.5% | +60.3% | +96.2% | +127.0% |
| 10Y | +122.4% | +332.6% | -210.2% | +62.3% |
| All | +18.6% | +30,988.6% | -30,970.1% | -21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling