+19.7%
HPQ vs EXPE
+162.6%
-143.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -7.9% | +3.4% | -2.6% |
| 7D | -0.5% | -9.8% | +9.3% | +2.0% |
| 30D | +3.7% | -11.5% | +15.2% | +6.6% |
| 3M | +24.3% | +21.7% | +2.6% | +17.9% |
| 6M | +64.8% | +10.4% | +54.4% | +59.2% |
| YTD | +43.9% | -2.5% | +46.4% | +42.8% |
| 1Y | +11.7% | +27.3% | -15.7% | +2.4% |
| 3Y | +19.7% | +153.5% | -133.8% | -9.5% |
| All | +19.7% | +162.6% | -143.0% | -9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling