+2,401.6%
EXPE vs HBM
+613.3%
+1,788.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.7% | -1.5% |
| 7D | -9.5% | -6.4% | -3.2% | -8.3% |
| 30D | -6.6% | +5.9% | -12.5% | -8.0% |
| 3M | +31.4% | -8.9% | +40.3% | +31.9% |
| 6M | +35.2% | +10.7% | +24.5% | +28.2% |
| YTD | +5.8% | +38.3% | -32.5% | -5.8% |
| 1Y | +38.7% | +121.3% | -82.7% | +10.2% |
| 3Y | +175.8% | +450.6% | -274.8% | +72.1% |
| 5Y | +111.8% | +338.0% | -226.1% | +33.3% |
| 10Y | +179.7% | +578.6% | -398.9% | +36.3% |
| All | +2,401.6% | +613.3% | +1,788.2% | +741.1% |
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