+33.6%
XHB vs EXPD
+55.6%
-22.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -0.3% |
| 7D | +1.3% | -7.2% | +8.5% | +5.1% |
| 30D | +7.8% | -3.3% | +11.1% | +9.5% |
| 3M | -5.5% | +3.4% | -8.9% | -7.6% |
| 6M | -2.6% | +22.7% | -25.3% | -13.5% |
| YTD | +0.4% | +24.5% | -24.2% | -13.3% |
| 1Y | -1.0% | +38.6% | -39.6% | -20.0% |
| 3Y | +37.3% | +71.5% | -34.2% | -5.6% |
| All | +33.6% | +55.6% | -22.0% | -4.6% |
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