+2,080.5%
EXPE vs HBM
+470.7%
+1,609.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -17.8% | -1.3% | -16.5% | -17.5% |
| 30D | -3.2% | -14.8% | +11.6% | -0.3% |
| 3M | -19.0% | -20.7% | +1.7% | -15.8% |
| 6M | +17.7% | -13.9% | +31.6% | +18.2% |
| YTD | -7.8% | +10.6% | -18.4% | -14.6% |
| 1Y | -1.4% | +32.4% | -33.7% | -12.4% |
| 3Y | +121.9% | +432.0% | -310.1% | +38.8% |
| 5Y | +44.3% | +205.5% | -161.2% | -2.4% |
| 10Y | +125.4% | +291.1% | -165.7% | +22.1% |
| All | +2,080.5% | +470.7% | +1,609.8% | +662.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling