+19.0%
HYG vs EXPD
+61.0%
-42.1%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.4% | -0.3% |
| 7D | -0.2% | +1.2% | -1.3% | -0.3% |
| 30D | -0.1% | +5.2% | -5.3% | -0.7% |
| 3M | +0.7% | +13.2% | -12.5% | -0.8% |
| 6M | +1.5% | +30.3% | -28.8% | -1.8% |
| YTD | +1.9% | +27.0% | -25.1% | -1.4% |
| 1Y | +3.7% | +57.3% | -53.6% | -2.8% |
| 3Y | +26.5% | +70.0% | -43.5% | +15.9% |
| 5Y | +19.0% | +61.6% | -42.6% | +6.6% |
| All | +19.0% | +61.0% | -42.1% | +6.6% |
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