+365.4%
HPE vs EXPD
+334.2%
+31.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.7% | +3.5% | +4.7% |
| 7D | -7.1% | -5.5% | -1.7% | -4.0% |
| 30D | -35.3% | -1.9% | -33.4% | -34.5% |
| 3M | -10.4% | +6.1% | -16.5% | -13.1% |
| 6M | +52.5% | +21.6% | +30.9% | +37.0% |
| YTD | +100.3% | +27.9% | +72.4% | +73.9% |
| 1Y | +106.4% | +39.4% | +67.0% | +70.8% |
| 3Y | +227.4% | +72.7% | +154.7% | +133.0% |
| 5Y | +250.6% | +60.3% | +190.3% | +153.8% |
| 10Y | +365.4% | +332.6% | +32.8% | +105.2% |
| All | +365.4% | +334.2% | +31.2% | +105.2% |
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