+362.8%
HPE vs EXPE
+89.3%
+273.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.7% | +5.8% | +5.3% |
| 7D | +13.6% | -11.5% | +25.2% | +16.9% |
| 30D | +7.7% | -13.1% | +20.8% | +11.1% |
| 3M | +22.4% | +18.1% | +4.2% | +15.5% |
| 6M | +172.6% | +13.3% | +159.3% | +158.3% |
| YTD | +147.5% | -3.2% | +150.7% | +142.9% |
| 1Y | +151.8% | +26.1% | +125.6% | +127.2% |
| 3Y | +267.1% | +151.7% | +115.3% | +167.0% |
| 5Y | +362.8% | +88.3% | +274.4% | +247.7% |
| All | +362.8% | +89.3% | +273.5% | +247.7% |
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 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