+795.5%
HLT vs EXPD
+438.1%
+357.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +0.7% | +5.5% | -4.8% | -1.5% |
| 30D | +13.7% | -0.8% | +14.6% | +13.9% |
| 3M | +16.3% | +4.1% | +12.2% | +14.1% |
| 6M | +19.9% | +25.7% | -5.8% | +8.3% |
| YTD | +30.1% | +31.4% | -1.3% | +13.7% |
| 1Y | +38.5% | +42.2% | -3.7% | +16.8% |
| 3Y | +131.0% | +77.2% | +53.9% | +72.1% |
| 5Y | +163.7% | +61.0% | +102.7% | +100.6% |
| 10Y | +697.4% | +334.8% | +362.6% | +264.4% |
| All | +795.5% | +438.1% | +357.4% | +267.7% |
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