+243.8%
HPQ vs EXPE
+169.0%
+74.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.4% | +7.0% | +8.0% |
| 7D | +9.8% | -5.8% | +15.5% | +11.7% |
| 30D | +22.4% | -13.6% | +36.0% | +27.5% |
| 3M | +45.2% | +25.2% | +20.0% | +34.9% |
| 6M | +96.4% | +22.3% | +74.1% | +82.1% |
| YTD | +65.4% | -0.3% | +65.7% | +61.8% |
| 1Y | +31.6% | +27.8% | +3.8% | +18.1% |
| 3Y | +37.0% | +162.4% | -125.4% | -5.6% |
| 5Y | +53.0% | +95.8% | -42.8% | +8.4% |
| All | +243.8% | +169.0% | +74.9% | +98.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling