+178.7%
XHB vs EXPD
+559.8%
-381.1%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.4% |
| 7D | -1.3% | -1.1% | -0.2% | -0.6% |
| 30D | -6.9% | +4.1% | -11.0% | -9.3% |
| 3M | -1.3% | +17.9% | -19.2% | -11.1% |
| 6M | -6.8% | +29.2% | -36.0% | -21.4% |
| YTD | +0.7% | +27.4% | -26.6% | -15.5% |
| 1Y | -11.2% | +56.8% | -68.1% | -35.2% |
| 3Y | +25.3% | +68.0% | -42.7% | -13.6% |
| 5Y | +37.3% | +61.9% | -24.5% | -5.0% |
| 10Y | +211.5% | +316.0% | -104.5% | +15.8% |
| All | +178.7% | +559.8% | -381.1% | -26.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling