+1,330.6%
HST vs EXPD
+30,859.1%
-29,528.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | 0.0% |
| 7D | -1.0% | -1.1% | +0.1% | -0.6% |
| 30D | -12.3% | +4.1% | -16.3% | -13.5% |
| 3M | -6.4% | +17.9% | -24.3% | -12.0% |
| 6M | +15.0% | +29.2% | -14.2% | +4.3% |
| YTD | +30.5% | +27.4% | +3.2% | +18.3% |
| 1Y | +35.7% | +56.8% | -21.2% | +13.5% |
| 3Y | +68.4% | +68.0% | +0.3% | +36.5% |
| 5Y | +73.1% | +61.9% | +11.3% | +40.7% |
| 10Y | +92.7% | +316.0% | -223.3% | +11.4% |
| All | +1,330.6% | +30,859.1% | -29,528.5% | +297.9% |
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