+147.5%
HLT vs EXPD
+61.0%
+86.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.4% | +0.4% |
| 7D | -1.5% | +1.2% | -2.6% | -1.8% |
| 30D | -1.2% | +5.2% | -6.4% | -2.9% |
| 3M | -10.3% | +13.2% | -23.6% | -14.2% |
| 6M | +1.3% | +30.3% | -29.1% | -7.9% |
| YTD | +7.0% | +27.0% | -20.0% | -2.6% |
| 1Y | +11.9% | +57.3% | -45.4% | -6.7% |
| 3Y | +100.7% | +70.0% | +30.7% | +58.9% |
| 5Y | +147.5% | +61.6% | +85.9% | +88.0% |
| All | +147.5% | +61.0% | +86.5% | +88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling