+433.0%
HUBB vs EXPD
+308.0%
+125.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.6% |
| 7D | +4.8% | -0.9% | +5.8% | +5.3% |
| 30D | -9.3% | +4.1% | -13.4% | -11.2% |
| 3M | -3.9% | +13.8% | -17.7% | -10.1% |
| 6M | -0.8% | +27.3% | -28.1% | -12.9% |
| YTD | +5.6% | +25.4% | -19.9% | -7.9% |
| 1Y | +7.7% | +54.4% | -46.6% | -16.6% |
| 3Y | +47.5% | +67.9% | -20.4% | +6.7% |
| 5Y | +153.7% | +59.2% | +94.5% | +83.3% |
| 10Y | +433.0% | +308.6% | +124.5% | +125.1% |
| All | +433.0% | +308.0% | +125.0% | +125.1% |
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