+55.2%
HYG vs EXPD
+332.1%
-276.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.8% | -0.3% |
| 7D | -0.7% | +2.0% | -2.7% | -1.0% |
| 30D | -0.7% | +4.4% | -5.1% | -1.4% |
| 3M | -0.2% | +15.7% | -15.9% | -2.4% |
| 6M | +1.4% | +37.5% | -36.1% | -3.5% |
| YTD | +1.5% | +29.9% | -28.5% | -3.0% |
| 1Y | +2.9% | +57.8% | -54.9% | -4.8% |
| 3Y | +25.6% | +71.6% | -46.0% | +13.5% |
| 5Y | +18.6% | +62.2% | -43.7% | +6.6% |
| All | +55.2% | +332.1% | -276.9% | +17.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling