+156.4%
EXPE vs HBM
+622.7%
-466.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.5% | +9.1% | +3.3% |
| 7D | -8.7% | -3.7% | -4.9% | -8.1% |
| 30D | -13.6% | -3.7% | -10.0% | -13.4% |
| 3M | +26.6% | +8.0% | +18.6% | +22.3% |
| 6M | +19.9% | +15.8% | +4.2% | +12.0% |
| YTD | -1.7% | +34.4% | -36.1% | -13.4% |
| 1Y | +29.4% | +98.2% | -68.7% | +2.4% |
| 3Y | +155.7% | +476.6% | -320.9% | +47.1% |
| 5Y | +93.1% | +331.1% | -238.0% | +13.7% |
| All | +156.4% | +622.7% | -466.3% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling