+251.4%
HPE vs EXPE
+151.3%
+100.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -7.9% | +15.6% | +9.6% |
| 7D | +10.1% | -9.8% | +19.9% | +12.6% |
| 30D | +5.3% | -11.5% | +16.8% | +8.0% |
| 3M | +12.7% | +21.7% | -9.0% | +5.3% |
| 6M | +167.7% | +10.4% | +157.3% | +155.2% |
| YTD | +135.5% | -2.5% | +138.0% | +131.1% |
| 1Y | +143.4% | +27.3% | +116.0% | +117.5% |
| All | +251.4% | +151.3% | +100.1% | +166.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling