+304.9%
HUBS vs EXPD
+324.8%
-19.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -3.2% |
| 7D | -12.4% | +1.2% | -13.5% | -13.0% |
| 30D | +1.4% | +6.8% | -5.5% | -2.8% |
| 3M | +16.0% | +14.9% | +1.0% | +6.3% |
| 6M | -17.0% | +34.6% | -51.6% | -31.8% |
| YTD | -44.3% | +27.7% | -72.0% | -53.9% |
| 1Y | -54.3% | +57.7% | -112.0% | -67.8% |
| 3Y | -58.4% | +70.9% | -129.3% | -73.2% |
| 5Y | -66.7% | +59.5% | -126.2% | -77.7% |
| All | +304.9% | +324.8% | -19.9% | +46.0% |
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 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