+129.2%
HPE vs EXPE
+40.7%
+88.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.7% | -2.8% | -4.3% |
| 7D | -0.6% | -9.5% | +8.9% | +0.6% |
| 30D | -2.3% | -6.6% | +4.3% | -1.6% |
| 3M | -2.9% | +31.4% | -34.2% | -7.2% |
| 6M | +143.6% | +35.2% | +108.4% | +128.5% |
| YTD | +118.5% | +5.8% | +112.7% | +116.2% |
| 1Y | +129.2% | +38.7% | +90.5% | +115.1% |
| All | +129.2% | +40.7% | +88.5% | +115.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 1y: compounded portfolio wealth divided by compounded EXPE 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…
1y analysis · Full analysis span regression · 6 months rolling