+1,512.4%
HST vs EXPD
+30,870.6%
-29,358.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -4.5% | -1.2% | -4.1% |
| 7D | -4.2% | -4.8% | +0.6% | -2.5% |
| 30D | +9.6% | -1.5% | +11.1% | +10.2% |
| 3M | -1.1% | +4.1% | -5.2% | -2.6% |
| 6M | +21.1% | +24.0% | -2.9% | +11.7% |
| YTD | +47.1% | +27.4% | +19.7% | +33.2% |
| 1Y | +64.0% | +38.4% | +25.6% | +44.0% |
| 3Y | +77.1% | +73.2% | +3.9% | +42.0% |
| 5Y | +71.8% | +59.9% | +11.9% | +40.4% |
| 10Y | +146.3% | +319.9% | -173.6% | +41.8% |
| All | +1,512.4% | +30,870.6% | -29,358.2% | +348.0% |
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