+151.1%
HUBB vs EXPD
+61.6%
+89.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | +0.5% | -1.1% | +1.7% | +1.0% |
| 30D | -10.0% | +4.1% | -14.1% | -11.3% |
| 3M | -4.8% | +17.9% | -22.7% | -10.5% |
| 6M | -5.6% | +29.2% | -34.8% | -14.6% |
| YTD | +4.7% | +27.4% | -22.7% | -5.8% |
| 1Y | +6.7% | +56.8% | -50.2% | -12.6% |
| 3Y | +45.8% | +68.0% | -22.3% | +14.1% |
| All | +151.1% | +61.6% | +89.6% | +90.4% |
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