-36.7%
HUT vs EXPD
+52.5%
-89.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -4.5% | -1.6% | -3.2% |
| 7D | -30.8% | -4.8% | -26.0% | -28.0% |
| 30D | -50.2% | -1.5% | -48.6% | -49.3% |
| 3M | -50.5% | +4.1% | -54.6% | -51.4% |
| 6M | -42.9% | +24.0% | -66.9% | -51.5% |
| YTD | 0.0% | +27.4% | -27.4% | -19.6% |
| 1Y | -2.2% | +38.4% | -40.6% | -26.3% |
| 3Y | +289.4% | +73.2% | +216.2% | +123.0% |
| 5Y | -36.7% | +59.9% | -96.6% | -65.2% |
| All | -36.7% | +52.5% | -89.2% | -65.2% |
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