+467.2%
HUT vs EXPD
+75.3%
+391.9%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.4% | -6.7% | -7.0% |
| 7D | +9.3% | +5.5% | +3.8% | +7.8% |
| 30D | -23.1% | -0.8% | -22.3% | -22.5% |
| 3M | -30.6% | +4.1% | -34.7% | -30.9% |
| 6M | -46.9% | +25.7% | -72.5% | -50.4% |
| YTD | +25.3% | +31.4% | -6.1% | +12.8% |
| 1Y | +59.8% | +42.2% | +17.6% | +38.4% |
| 3Y | +467.2% | +77.2% | +390.0% | +449.1% |
| All | +467.2% | +75.3% | +391.9% | +449.1% |
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