+175.8%
EXPE vs HST
+97.2%
+78.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.9% |
| 7D | -9.5% | -1.0% | -8.5% | -8.8% |
| 30D | -6.6% | -12.3% | +5.6% | +2.5% |
| 3M | +31.4% | -6.4% | +37.7% | +37.5% |
| 6M | +35.2% | +15.0% | +20.2% | +21.1% |
| YTD | +5.8% | +30.5% | -24.7% | -13.7% |
| 1Y | +38.7% | +35.7% | +3.0% | +10.1% |
| 3Y | +175.8% | +68.4% | +107.4% | +85.2% |
| 5Y | +111.8% | +73.1% | +38.7% | +41.6% |
| All | +175.8% | +97.2% | +78.6% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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