+153.5%
HYG vs EXPD
+464.0%
-310.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.2% |
| 7D | -0.2% | -1.1% | +1.0% | 0.0% |
| 30D | +0.1% | +4.1% | -4.0% | -0.6% |
| 3M | +0.7% | +17.9% | -17.3% | -2.1% |
| 6M | +1.5% | +29.2% | -27.8% | -2.9% |
| YTD | +2.2% | +27.4% | -25.2% | -2.3% |
| 1Y | +3.9% | +56.8% | -52.9% | -4.2% |
| 3Y | +26.0% | +68.0% | -42.0% | +13.8% |
| 5Y | +19.2% | +61.9% | -42.7% | +7.0% |
| 10Y | +54.8% | +316.0% | -261.2% | +16.2% |
| All | +153.5% | +464.0% | -310.5% | +64.4% |
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