+151.9%
HPQ vs EXPD
+336.9%
-185.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.8% | -0.6% |
| 7D | -1.9% | +3.6% | -5.5% | -3.9% |
| 30D | -5.7% | +0.3% | -6.0% | -6.2% |
| 3M | -0.4% | +6.1% | -6.5% | -4.1% |
| 6M | +40.0% | +27.4% | +12.7% | +21.1% |
| YTD | +34.6% | +32.0% | +2.6% | +12.5% |
| 1Y | +20.4% | +40.5% | -20.1% | -3.3% |
| 3Y | +18.3% | +75.7% | -57.4% | -19.1% |
| 5Y | +9.6% | +61.7% | -52.1% | -22.9% |
| All | +151.9% | +336.9% | -185.0% | -1.7% |
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