+2,903.2%
HPQ vs EXPD
+30,859.1%
-27,955.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +2.0% |
| 7D | +6.9% | -1.1% | +8.1% | +7.3% |
| 30D | +14.4% | +4.1% | +10.4% | +13.1% |
| 3M | +25.6% | +17.9% | +7.7% | +19.7% |
| 6M | +75.0% | +29.2% | +45.8% | +62.3% |
| YTD | +50.7% | +27.4% | +23.3% | +39.8% |
| 1Y | +18.7% | +56.8% | -38.2% | +3.2% |
| 3Y | +21.5% | +68.0% | -46.5% | +3.5% |
| 5Y | +31.6% | +61.9% | -30.3% | +12.8% |
| 10Y | +216.1% | +316.0% | -100.0% | +112.5% |
| All | +2,903.2% | +30,859.1% | -27,955.8% | +1,147.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling