+125.4%
EXPE vs HST
+143.8%
-18.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.8% |
| 7D | -17.8% | -1.3% | -16.5% | -16.7% |
| 30D | -3.2% | +13.4% | -16.6% | -11.5% |
| 3M | -19.0% | +16.7% | -35.7% | -27.4% |
| 6M | +17.7% | +24.0% | -6.3% | +0.5% |
| YTD | -7.8% | +54.0% | -61.7% | -33.3% |
| 1Y | -1.4% | +55.0% | -56.4% | -29.0% |
| 3Y | +121.9% | +89.3% | +32.6% | +36.4% |
| 5Y | +44.3% | +85.4% | -41.2% | -9.2% |
| 10Y | +125.4% | +137.1% | -11.7% | +17.1% |
| All | +125.4% | +143.8% | -18.4% | +17.1% |
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