+138.4%
HLT vs EXPE
+92.3%
+46.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.5% |
| 7D | -1.6% | -5.8% | +4.2% | +0.4% |
| 30D | -5.0% | -13.6% | +8.6% | -0.3% |
| 3M | -10.4% | +25.2% | -35.6% | -18.3% |
| 6M | +3.2% | +22.3% | -19.1% | -5.7% |
| YTD | +6.7% | -0.3% | +7.0% | +3.5% |
| 1Y | +10.3% | +27.8% | -17.5% | -4.2% |
| 3Y | +99.3% | +162.4% | -63.1% | +19.5% |
| All | +138.4% | +92.3% | +46.1% | +63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling