+21.3%
HPQ vs EXPE
+48.9%
-27.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +10.5% | -4.7% | +3.9% |
| 7D | -7.8% | +14.6% | -22.4% | -10.2% |
| 30D | -4.9% | +21.4% | -26.3% | -8.3% |
| 3M | +4.9% | +1.4% | +3.5% | +4.1% |
| 6M | +47.1% | +28.6% | +18.5% | +40.2% |
| YTD | +39.5% | +12.1% | +27.4% | +36.5% |
| 1Y | +21.3% | +50.0% | -28.8% | +11.1% |
| All | +21.3% | +48.9% | -27.7% | +11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling