+154.8%
HPQ vs EXPD
+334.2%
-179.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -2.3% |
| 7D | -0.6% | -5.5% | +4.8% | +2.4% |
| 30D | -6.5% | -1.9% | -4.6% | -5.7% |
| 3M | -5.1% | +6.1% | -11.2% | -8.6% |
| 6M | +27.3% | +21.6% | +5.7% | +13.1% |
| YTD | +31.7% | +27.9% | +3.8% | +12.1% |
| 1Y | +13.0% | +39.4% | -26.4% | -8.9% |
| 3Y | +18.3% | +72.7% | -54.4% | -18.3% |
| 5Y | +7.4% | +60.3% | -52.9% | -24.2% |
| 10Y | +154.8% | +332.6% | -177.8% | +1.8% |
| All | +154.8% | +334.2% | -179.4% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling