+230.9%
XHB vs EXPD
+336.9%
-106.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -2.0% |
| 7D | -2.4% | +3.6% | -6.0% | -4.4% |
| 30D | +7.1% | +0.3% | +6.8% | +6.7% |
| 3M | -6.0% | +6.1% | -12.0% | -9.5% |
| 6M | +2.1% | +27.4% | -25.3% | -12.2% |
| YTD | -0.6% | +32.0% | -32.6% | -18.0% |
| 1Y | -3.3% | +40.5% | -43.8% | -23.4% |
| 3Y | +34.1% | +75.7% | -41.6% | -9.9% |
| 5Y | +28.6% | +61.7% | -33.1% | -10.6% |
| All | +230.9% | +336.9% | -106.0% | +28.9% |
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