+2,030.0%
EXPE vs HBM
+471.0%
+1,559.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.7% | +1.6% | -1.3% |
| 7D | -11.2% | +2.4% | -13.6% | -11.5% |
| 30D | -7.5% | -16.0% | +8.5% | -4.3% |
| 3M | -19.1% | -21.3% | +2.3% | -15.7% |
| 6M | +10.7% | -12.2% | +23.0% | +10.7% |
| YTD | -9.9% | +10.7% | -20.6% | -16.6% |
| 1Y | -4.6% | +30.3% | -34.9% | -15.0% |
| 3Y | +116.8% | +432.2% | -315.5% | +35.6% |
| 5Y | +38.6% | +218.8% | -180.2% | -7.1% |
| 10Y | +115.9% | +281.4% | -165.5% | +17.4% |
| All | +2,030.0% | +471.0% | +1,559.0% | +645.0% |
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 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