+597.9%
HPE vs EXPE
+117.3%
+480.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | +13.6% | -4.2% | +17.8% | +14.9% |
| 30D | -27.1% | -4.5% | -22.6% | -26.9% |
| 3M | -14.5% | -19.7% | +5.2% | -10.6% |
| 6M | +66.9% | +18.3% | +48.7% | +53.7% |
| YTD | +111.3% | -7.3% | +118.6% | +106.1% |
| 1Y | +117.5% | -3.9% | +121.4% | +109.5% |
| 3Y | +238.1% | +123.0% | +115.1% | +140.9% |
| 5Y | +292.4% | +47.9% | +244.5% | +200.6% |
| 10Y | +389.3% | +126.5% | +262.8% | +176.3% |
| All | +597.9% | +117.3% | +480.6% | +262.1% |
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