+158.0%
EXPE vs HDB
+32.4%
+125.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | +0.1% |
| 7D | -11.5% | -4.9% | -6.6% | -9.4% |
| 30D | -13.1% | -5.8% | -7.2% | -10.6% |
| 3M | +18.1% | -5.2% | +23.3% | +20.7% |
| 6M | +13.3% | -25.7% | +39.0% | +28.7% |
| YTD | -3.2% | -39.6% | +36.3% | +20.4% |
| 1Y | +26.1% | -36.9% | +63.1% | +53.4% |
| 3Y | +151.7% | -29.7% | +181.4% | +182.3% |
| 5Y | +88.3% | -37.8% | +126.1% | +120.2% |
| 10Y | +158.0% | +33.7% | +124.3% | +125.8% |
| All | +158.0% | +32.4% | +125.6% | +125.8% |
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