+127.7%
EXPE vs HDB
+63.5%
+64.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.6% | -1.4% |
| 7D | -0.5% | +2.7% | -3.2% | -1.8% |
| 30D | -6.1% | +14.1% | -20.2% | -11.6% |
| 3M | -21.3% | +11.8% | -33.1% | -25.4% |
| 6M | +19.0% | +8.2% | +10.8% | +13.9% |
| YTD | -8.4% | -29.3% | +20.9% | +5.8% |
| 1Y | -2.8% | -28.8% | +26.0% | +11.7% |
| 3Y | +120.8% | -7.5% | +128.2% | +116.8% |
| 5Y | +46.2% | -23.1% | +69.2% | +55.1% |
| All | +127.7% | +63.5% | +64.1% | +81.4% |
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