+855.0%
EXPE vs HDB
+1,030.3%
-175.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.5% |
| 7D | -9.5% | +0.4% | -10.0% | -9.7% |
| 30D | -6.6% | -2.8% | -3.8% | -5.5% |
| 3M | +31.4% | -3.5% | +34.9% | +32.9% |
| 6M | +35.2% | -24.7% | +59.9% | +50.6% |
| YTD | +5.8% | -36.6% | +42.4% | +26.1% |
| 1Y | +38.7% | -34.4% | +73.0% | +62.6% |
| 3Y | +175.8% | -24.4% | +200.2% | +197.6% |
| 5Y | +111.8% | -35.4% | +147.2% | +142.7% |
| 10Y | +179.7% | +39.5% | +140.2% | +126.4% |
| All | +855.0% | +1,030.3% | -175.3% | +241.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling