+130.6%
HPE vs EXPE
+28.4%
+102.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.6% | -7.8% | -6.4% |
| 7D | +1.4% | -8.7% | +10.1% | +2.3% |
| 30D | +1.5% | -13.6% | +15.2% | +3.0% |
| 3M | +21.7% | +26.6% | -4.9% | +16.1% |
| 6M | +164.2% | +19.9% | +144.2% | +152.6% |
| YTD | +132.1% | -1.7% | +133.8% | +130.9% |
| 1Y | +130.6% | +29.4% | +101.2% | +116.7% |
| All | +130.6% | +28.4% | +102.2% | +116.7% |
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