+91.1%
EXPE vs HBM
+369.9%
-278.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +5.8% | -13.6% | -9.2% |
| 7D | -9.8% | +7.4% | -17.1% | -11.3% |
| 30D | -11.5% | +5.1% | -16.6% | -12.9% |
| 3M | +21.7% | +11.1% | +10.6% | +17.0% |
| 6M | +10.4% | +30.2% | -19.8% | 0.0% |
| YTD | -2.5% | +46.2% | -48.8% | -16.7% |
| 1Y | +27.3% | +120.0% | -92.7% | -4.8% |
| 3Y | +153.5% | +527.4% | -373.9% | +28.1% |
| 5Y | +91.1% | +400.4% | -309.3% | +2.5% |
| All | +91.1% | +369.9% | -278.8% | +2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling