+359.8%
HUT vs EXPD
+68.8%
+291.0%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -2.3% | +16.8% | +15.2% |
| 7D | -11.4% | -7.2% | -4.2% | -9.2% |
| 30D | -41.0% | -3.3% | -37.8% | -40.1% |
| 3M | -41.9% | +3.4% | -45.3% | -42.0% |
| 6M | -51.7% | +22.7% | -74.4% | -54.7% |
| YTD | +14.6% | +24.5% | -9.9% | +4.9% |
| 1Y | +21.4% | +38.6% | -17.3% | +5.8% |
| 3Y | +359.8% | +71.5% | +288.3% | +373.7% |
| All | +359.8% | +68.8% | +291.0% | +373.7% |
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