+148.8%
HYG vs EXPD
+482.0%
-333.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | 0.0% |
| 7D | -0.4% | +5.5% | -5.9% | -1.2% |
| 30D | +0.7% | -0.8% | +1.5% | +0.8% |
| 3M | -2.1% | +4.1% | -6.2% | -2.8% |
| 6M | -0.8% | +25.7% | -26.5% | -4.6% |
| YTD | +0.3% | +31.4% | -31.1% | -4.7% |
| 1Y | +1.8% | +42.2% | -40.4% | -4.6% |
| 3Y | +24.1% | +77.2% | -53.1% | +11.1% |
| 5Y | +17.7% | +61.0% | -43.3% | +5.9% |
| 10Y | +56.8% | +334.8% | -278.1% | +16.8% |
| All | +148.8% | +482.0% | -333.2% | +60.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling