+621.7%
HPE vs EXPD
+335.0%
+286.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.9% | -5.4% | -5.0% |
| 7D | -0.6% | -1.1% | +0.5% | 0.0% |
| 30D | -2.3% | +4.1% | -6.4% | -4.3% |
| 3M | -2.9% | +17.9% | -20.8% | -11.3% |
| 6M | +143.6% | +29.2% | +114.3% | +110.6% |
| YTD | +118.5% | +27.4% | +91.2% | +89.4% |
| 1Y | +129.2% | +56.8% | +72.4% | +74.8% |
| 3Y | +212.5% | +68.0% | +144.5% | +123.6% |
| 5Y | +286.9% | +61.9% | +225.0% | +173.6% |
| 10Y | +432.3% | +316.0% | +116.3% | +100.6% |
| All | +621.7% | +335.0% | +286.7% | +158.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling