+646.9%
HLT vs EXPD
+421.6%
+225.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.4% |
| 7D | -3.3% | -1.1% | -2.2% | -2.9% |
| 30D | -4.1% | +4.1% | -8.2% | -5.7% |
| 3M | -7.9% | +17.9% | -25.8% | -14.4% |
| 6M | +2.2% | +29.2% | -27.1% | -9.0% |
| YTD | +8.5% | +27.4% | -18.9% | -3.7% |
| 1Y | +12.1% | +56.8% | -44.7% | -9.8% |
| 3Y | +107.6% | +68.0% | +39.6% | +58.5% |
| 5Y | +156.4% | +61.9% | +94.5% | +93.9% |
| 10Y | +566.3% | +316.0% | +250.3% | +210.7% |
| All | +646.9% | +421.6% | +225.3% | +211.5% |
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