+713.2%
EXPE vs HST
+199.2%
+514.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.7% | -3.4% |
| 7D | -11.2% | +0.6% | -11.8% | -11.2% |
| 30D | -7.5% | +14.5% | -21.9% | -13.2% |
| 3M | -19.1% | +15.4% | -34.5% | -24.4% |
| 6M | +10.7% | +22.0% | -11.2% | +0.6% |
| YTD | -9.9% | +54.9% | -64.8% | -27.5% |
| 1Y | -4.6% | +54.0% | -58.6% | -22.9% |
| 3Y | +116.8% | +90.4% | +26.3% | +58.3% |
| 5Y | +38.6% | +84.2% | -45.7% | +4.8% |
| 10Y | +115.9% | +144.6% | -28.8% | +40.6% |
| All | +713.2% | +199.2% | +514.0% | +286.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling