+522.9%
HPE vs EXPD
+325.3%
+197.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.6% | +2.6% |
| 7D | -18.7% | -7.2% | -11.6% | -15.1% |
| 30D | -37.9% | -3.3% | -34.6% | -36.6% |
| 3M | -14.4% | +3.4% | -17.8% | -15.8% |
| 6M | +48.2% | +22.7% | +25.5% | +32.2% |
| YTD | +88.6% | +24.5% | +64.1% | +65.5% |
| 1Y | +94.8% | +38.6% | +56.1% | +60.8% |
| 3Y | +202.7% | +71.5% | +131.2% | +114.1% |
| 5Y | +231.6% | +56.2% | +175.4% | +141.5% |
| 10Y | +361.9% | +310.5% | +51.5% | +75.2% |
| All | +522.9% | +325.3% | +197.6% | +126.1% |
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