+39.5%
XHB vs EXPD
+61.6%
-22.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.5% |
| 7D | -1.3% | -1.1% | -0.2% | -0.7% |
| 30D | -6.9% | +4.1% | -11.0% | -8.9% |
| 3M | -1.3% | +17.9% | -19.2% | -9.7% |
| 6M | -6.8% | +29.2% | -36.0% | -19.4% |
| YTD | +0.7% | +27.4% | -26.6% | -13.4% |
| 1Y | -11.2% | +56.8% | -68.1% | -33.2% |
| 3Y | +25.3% | +68.0% | -42.7% | -11.1% |
| All | +39.5% | +61.6% | -22.0% | -4.2% |
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 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