+156.6%
EXPE vs HBM
+510.3%
-353.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +5.8% | -13.6% | -8.7% |
| 7D | -9.8% | +7.4% | -17.1% | -10.7% |
| 30D | -11.5% | +5.1% | -16.6% | -12.3% |
| 3M | +21.7% | +11.1% | +10.6% | +18.9% |
| 6M | +10.4% | +30.2% | -19.8% | +3.5% |
| YTD | -2.5% | +46.2% | -48.8% | -13.1% |
| 1Y | +27.3% | +120.0% | -92.7% | +1.4% |
| All | +156.6% | +510.3% | -353.7% | +54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling