+388.5%
HPE vs EXPD
+336.9%
+51.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.7% | -0.5% |
| 7D | +13.6% | +3.6% | +10.0% | +11.5% |
| 30D | -27.1% | +0.3% | -27.4% | -27.0% |
| 3M | -14.5% | +6.1% | -20.5% | -17.0% |
| 6M | +66.9% | +27.4% | +39.6% | +46.4% |
| YTD | +111.3% | +32.0% | +79.3% | +80.4% |
| 1Y | +117.5% | +40.5% | +76.9% | +79.1% |
| 3Y | +238.1% | +75.7% | +162.4% | +138.4% |
| 5Y | +292.4% | +61.7% | +230.7% | +183.5% |
| All | +388.5% | +336.9% | +51.6% | +108.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling