-66.2%
HUBS vs EXPD
+61.0%
-127.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.3% | -5.5% | -5.0% |
| 7D | -6.2% | +1.2% | -7.4% | -6.9% |
| 30D | +6.6% | +5.2% | +1.4% | +3.5% |
| 3M | +16.4% | +13.2% | +3.2% | +8.4% |
| 6M | -19.7% | +30.3% | -50.1% | -31.8% |
| YTD | -42.6% | +27.0% | -69.7% | -51.9% |
| 1Y | -54.2% | +57.3% | -111.5% | -67.5% |
| 3Y | -57.1% | +70.0% | -127.1% | -72.8% |
| 5Y | -66.2% | +61.6% | -127.8% | -79.0% |
| All | -66.2% | +61.0% | -127.3% | -79.0% |
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 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