+489.7%
HPE vs EXPE
+165.2%
+324.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.6% | -7.8% | -6.7% |
| 7D | +1.4% | -8.7% | +10.1% | +3.9% |
| 30D | +1.5% | -13.6% | +15.2% | +5.4% |
| 3M | +21.7% | +26.6% | -4.9% | +11.6% |
| 6M | +164.2% | +19.9% | +144.2% | +144.1% |
| YTD | +132.1% | -1.7% | +133.8% | +125.6% |
| 1Y | +130.6% | +29.4% | +101.2% | +103.8% |
| 3Y | +244.1% | +155.7% | +88.5% | +136.8% |
| 5Y | +340.8% | +93.1% | +247.7% | +211.0% |
| All | +489.7% | +165.2% | +324.6% | +231.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling