+495.9%
HPE vs EXPD
+308.0%
+187.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.5% | +9.3% | +8.6% |
| 7D | +10.1% | -0.9% | +11.1% | +10.6% |
| 30D | +5.3% | +4.1% | +1.2% | +3.1% |
| 3M | +12.7% | +13.8% | -1.1% | +5.0% |
| 6M | +167.7% | +27.3% | +140.4% | +133.9% |
| YTD | +135.5% | +25.4% | +110.0% | +106.3% |
| 1Y | +143.4% | +54.4% | +89.0% | +88.3% |
| 3Y | +249.2% | +67.9% | +181.3% | +151.5% |
| 5Y | +343.8% | +59.2% | +284.7% | +219.2% |
| 10Y | +495.9% | +308.6% | +187.3% | +156.4% |
| All | +495.9% | +308.0% | +187.9% | +156.4% |
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