+12.4%
HLT vs EXPD
+59.0%
-46.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.8% | -0.3% |
| 7D | -2.6% | +1.2% | -3.8% | -2.7% |
| 30D | -2.6% | +6.8% | -9.5% | -3.2% |
| 3M | -9.4% | +14.9% | -24.4% | -10.7% |
| 6M | +2.7% | +34.6% | -31.9% | -0.6% |
| YTD | +6.8% | +27.7% | -20.9% | +3.9% |
| 1Y | +12.4% | +57.7% | -45.3% | +7.4% |
| All | +12.4% | +59.0% | -46.6% | +7.4% |
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