+37.3%
HPQ vs EXPE
+89.3%
-52.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.6% | +4.1% |
| 7D | +1.3% | -11.5% | +12.8% | +4.5% |
| 30D | +8.7% | -13.1% | +21.8% | +12.4% |
| 3M | +31.5% | +18.1% | +13.3% | +25.2% |
| 6M | +76.0% | +13.3% | +62.7% | +68.3% |
| YTD | +49.5% | -3.2% | +52.8% | +48.1% |
| 1Y | +17.3% | +26.1% | -8.9% | +7.3% |
| 3Y | +24.4% | +151.7% | -127.4% | -8.0% |
| 5Y | +37.3% | +88.3% | -51.0% | +0.6% |
| All | +37.3% | +89.3% | -52.0% | +0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling