+276.2%
HPE vs EXPE
+46.0%
+230.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.5% | -3.5% |
| 7D | +7.9% | -0.5% | +8.4% | +8.0% |
| 30D | -23.5% | -6.1% | -17.4% | -23.0% |
| 3M | -19.1% | -21.3% | +2.2% | -15.4% |
| 6M | +51.4% | +19.0% | +32.4% | +40.2% |
| YTD | +103.4% | -8.4% | +111.9% | +99.9% |
| 1Y | +114.4% | -2.8% | +117.2% | +106.7% |
| 3Y | +224.7% | +120.8% | +103.9% | +139.1% |
| All | +276.2% | +46.0% | +230.2% | +191.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling