+71.7%
HST vs EXPD
+61.6%
+10.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -13.8% |
| 3M | -6.4% | +17.9% | -24.3% | -13.2% |
| 6M | +15.0% | +29.2% | -14.2% | +2.0% |
| YTD | +30.5% | +27.4% | +3.2% | +15.4% |
| 1Y | +35.7% | +56.8% | -21.2% | +7.6% |
| 3Y | +68.4% | +68.0% | +0.3% | +26.8% |
| All | +71.7% | +61.6% | +10.2% | +20.6% |
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