+722.6%
HUBS vs EXPD
+459.1%
+263.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.8% | -3.5% |
| 7D | -5.0% | -1.1% | -3.9% | -4.4% |
| 30D | -1.0% | +4.1% | -5.1% | -3.3% |
| 3M | +12.4% | +17.9% | -5.5% | +1.7% |
| 6M | -11.1% | +29.2% | -40.4% | -24.6% |
| YTD | -38.3% | +27.4% | -65.7% | -48.5% |
| 1Y | -46.7% | +56.8% | -103.5% | -61.7% |
| 3Y | -55.1% | +68.0% | -123.2% | -70.1% |
| 5Y | -64.8% | +61.9% | -126.7% | -76.2% |
| 10Y | +334.3% | +316.0% | +18.3% | +65.8% |
| All | +722.6% | +459.1% | +263.5% | +157.6% |
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