+720.6%
HUT vs EXPD
+68.7%
+651.9%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.9% | +5.3% | +6.0% |
| 7D | +17.8% | -1.1% | +18.9% | +18.2% |
| 30D | +0.8% | +4.1% | -3.2% | -0.2% |
| 3M | -26.8% | +17.9% | -44.7% | -30.9% |
| 6M | +72.6% | +29.2% | +43.3% | +55.8% |
| YTD | +103.6% | +27.4% | +76.3% | +82.6% |
| 1Y | +265.3% | +56.8% | +208.4% | +191.5% |
| All | +720.6% | +68.7% | +651.9% | +545.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling