+8.6%
HL vs EXPD
+31,808.5%
-31,799.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.0% | -1.8% |
| 7D | -5.6% | -1.6% | -4.0% | -5.2% |
| 30D | -16.2% | +0.6% | -16.8% | -16.4% |
| 3M | -20.5% | +9.8% | -30.3% | -22.2% |
| 6M | -31.7% | +25.8% | -57.4% | -35.0% |
| YTD | -26.4% | +31.3% | -57.6% | -30.8% |
| 1Y | -4.3% | +40.9% | -45.3% | -11.4% |
| 3Y | +276.9% | +74.7% | +202.1% | +229.9% |
| 5Y | +124.1% | +62.9% | +61.2% | +97.6% |
| 10Y | +144.6% | +334.3% | -189.7% | +78.4% |
| All | +8.6% | +31,808.5% | -31,799.9% | -28.5% |
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