-19.4%
HUT vs EXPD
+60.8%
-80.2%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -10.9% | -7.4% | -3.5% | -5.9% |
| 30D | -32.6% | -2.1% | -30.5% | -31.2% |
| 3M | -33.7% | +5.7% | -39.4% | -35.7% |
| 6M | -42.3% | +21.4% | -63.7% | -50.1% |
| YTD | +23.6% | +27.6% | -4.0% | -0.9% |
| 1Y | +20.4% | +36.1% | -15.8% | -8.3% |
| 3Y | +423.2% | +69.9% | +353.4% | +206.8% |
| 5Y | -19.4% | +59.7% | -79.1% | -56.1% |
| All | -19.4% | +60.8% | -80.2% | -56.1% |
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 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