+118.5%
EXPE vs HDB
+61.5%
+56.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -1.2% |
| 7D | -13.3% | +13.7% | -27.0% | -18.3% |
| 30D | -5.5% | +15.8% | -21.3% | -11.7% |
| 3M | -16.5% | +9.2% | -25.7% | -19.9% |
| 6M | +13.1% | +3.2% | +9.9% | +10.7% |
| YTD | -8.0% | -29.4% | +21.4% | +6.4% |
| 1Y | +1.1% | -27.9% | +29.0% | +15.6% |
| 3Y | +131.2% | -5.9% | +137.0% | +125.1% |
| 5Y | +39.8% | -23.5% | +63.3% | +48.7% |
| 10Y | +118.5% | +61.3% | +57.1% | +73.0% |
| All | +118.5% | +61.5% | +56.9% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 10y: compounded portfolio wealth divided by compounded HDB 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…
10y analysis · Full analysis span regression · 6 months rolling