+39.5%
EXPE vs HST
+71.5%
-32.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.8% | -4.8% |
| 7D | -9.3% | -2.7% | -6.6% | -6.6% |
| 30D | +0.1% | +10.7% | -10.6% | -7.6% |
| 3M | -15.3% | +6.3% | -21.6% | -19.2% |
| 6M | +5.5% | +19.0% | -13.5% | -9.2% |
| YTD | -8.0% | +47.0% | -55.0% | -34.4% |
| 1Y | +18.9% | +53.4% | -34.6% | -18.1% |
| 3Y | +135.5% | +78.0% | +57.5% | +37.3% |
| All | +39.5% | +71.5% | -32.0% | -17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling