+25.9%
HD vs EXPE
+131.0%
-105.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.9% | +3.0% | -0.9% |
| 7D | +4.3% | -9.3% | +13.7% | +6.1% |
| 30D | +20.2% | +0.1% | +20.0% | +20.1% |
| 3M | -1.0% | -15.3% | +14.3% | +1.7% |
| 6M | +7.9% | +5.5% | +2.4% | +6.5% |
| YTD | +2.0% | -8.0% | +10.0% | +2.1% |
| 1Y | -4.3% | +18.9% | -23.2% | -8.7% |
| 3Y | +25.9% | +135.5% | -109.6% | +0.1% |
| All | +25.9% | +131.0% | -105.0% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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