+39.5%
EXPE vs HDB
-24.7%
+64.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.8% | -6.6% | -5.7% |
| 7D | -9.3% | +13.3% | -22.7% | -14.6% |
| 30D | +0.1% | +13.6% | -13.4% | -5.8% |
| 3M | -15.3% | +5.8% | -21.1% | -17.7% |
| 6M | +5.5% | -1.9% | +7.4% | +5.6% |
| YTD | -8.0% | -31.2% | +23.2% | +8.2% |
| 1Y | +18.9% | -29.6% | +48.4% | +37.8% |
| 3Y | +135.5% | -10.1% | +145.6% | +128.5% |
| All | +39.5% | -24.7% | +64.2% | +46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling