+621.7%
HPE vs EXPE
+148.1%
+473.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.7% | -2.8% | -4.0% |
| 7D | -0.6% | -9.5% | +8.9% | +2.4% |
| 30D | -2.3% | -6.6% | +4.3% | -0.5% |
| 3M | -2.9% | +31.4% | -34.2% | -11.6% |
| 6M | +143.6% | +35.2% | +108.4% | +116.9% |
| YTD | +118.5% | +5.8% | +112.7% | +108.6% |
| 1Y | +129.2% | +38.7% | +90.5% | +99.2% |
| 3Y | +212.5% | +175.8% | +36.7% | +111.2% |
| 5Y | +286.9% | +111.8% | +175.1% | +166.7% |
| 10Y | +432.3% | +179.7% | +252.6% | +187.2% |
| All | +621.7% | +148.1% | +473.6% | +266.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling