+96.6%
HST vs EXPD
+315.7%
-219.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.1% |
| 7D | -1.0% | -1.1% | +0.1% | -0.5% |
| 30D | -12.3% | +4.1% | -16.3% | -13.9% |
| 3M | -6.4% | +17.9% | -24.3% | -13.8% |
| 6M | +15.0% | +29.2% | -14.2% | +0.9% |
| YTD | +30.5% | +27.4% | +3.2% | +14.2% |
| 1Y | +35.7% | +56.8% | -21.2% | +6.0% |
| 3Y | +68.4% | +68.0% | +0.3% | +25.1% |
| 5Y | +73.1% | +61.9% | +11.3% | +27.5% |
| All | +96.6% | +315.7% | -219.1% | -9.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling