+122.3%
EXPE vs HST
+89.2%
+33.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.8% |
| 7D | -17.8% | -1.3% | -16.5% | -16.6% |
| 30D | -3.2% | +13.4% | -16.6% | -11.9% |
| 3M | -19.0% | +16.7% | -35.7% | -27.8% |
| 6M | +17.7% | +24.0% | -6.3% | -0.4% |
| YTD | -7.8% | +54.0% | -61.7% | -34.9% |
| 1Y | -1.4% | +55.0% | -56.4% | -30.8% |
| All | +122.3% | +89.2% | +33.1% | +24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling