+30.0%
XHB vs EXPD
+60.9%
-30.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.2% | +1.0% |
| 7D | -0.2% | +5.5% | -5.7% | -3.0% |
| 30D | +9.9% | -0.8% | +10.7% | +10.2% |
| 3M | -6.3% | +4.1% | -10.4% | -8.6% |
| 6M | +3.8% | +25.7% | -21.8% | -8.8% |
| YTD | +0.1% | +31.4% | -31.3% | -15.9% |
| 1Y | -0.8% | +42.2% | -43.0% | -20.7% |
| 3Y | +35.6% | +77.2% | -41.6% | -8.0% |
| All | +30.0% | +60.9% | -30.8% | -8.8% |
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