+395.3%
HPQ vs EXPE
+851.4%
-456.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.7% |
| 7D | +6.9% | -9.5% | +16.5% | +9.6% |
| 30D | +14.4% | -6.6% | +21.1% | +16.2% |
| 3M | +25.6% | +31.4% | -5.8% | +16.5% |
| 6M | +75.0% | +35.2% | +39.9% | +59.7% |
| YTD | +50.7% | +5.8% | +44.9% | +45.7% |
| 1Y | +18.7% | +38.7% | -20.0% | +6.3% |
| 3Y | +21.5% | +175.8% | -154.3% | -11.5% |
| 5Y | +31.6% | +111.8% | -80.3% | -1.9% |
| 10Y | +216.1% | +179.7% | +36.3% | +104.3% |
| All | +395.3% | +851.4% | -456.1% | +84.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling