+71.6%
HST vs EXPD
+55.6%
+16.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.2% | +1.0% |
| 7D | -2.7% | -7.2% | +4.5% | +0.5% |
| 30D | +10.7% | -3.3% | +14.0% | +12.3% |
| 3M | +6.3% | +3.4% | +2.9% | +4.5% |
| 6M | +19.0% | +22.7% | -3.7% | +8.0% |
| YTD | +47.0% | +24.5% | +22.5% | +30.7% |
| 1Y | +53.4% | +38.6% | +14.8% | +29.3% |
| 3Y | +78.0% | +71.5% | +6.5% | +31.0% |
| All | +71.6% | +55.6% | +16.0% | +17.3% |
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