+37.3%
XHB vs EXPD
+68.8%
-31.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -0.6% |
| 7D | +1.3% | -7.2% | +8.5% | +4.3% |
| 30D | +7.8% | -3.3% | +11.1% | +9.1% |
| 3M | -5.5% | +3.4% | -8.9% | -7.2% |
| 6M | -2.6% | +22.7% | -25.3% | -11.4% |
| YTD | +0.4% | +24.5% | -24.2% | -10.9% |
| 1Y | -1.0% | +38.6% | -39.6% | -17.2% |
| 3Y | +37.3% | +71.5% | -34.2% | -3.2% |
| All | +37.3% | +68.8% | -31.5% | -3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling