+349.9%
HPQ vs EXPE
+723.5%
-373.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.8% | +2.0% |
| 7D | +3.2% | -0.5% | +3.7% | +3.3% |
| 30D | -3.6% | -6.1% | +2.5% | -2.5% |
| 3M | -5.3% | -21.3% | +16.0% | -0.3% |
| 6M | +41.1% | +19.0% | +22.1% | +33.2% |
| YTD | +36.9% | -8.4% | +45.3% | +36.3% |
| 1Y | +23.5% | -2.8% | +26.3% | +21.1% |
| 3Y | +19.6% | +120.8% | -101.2% | -7.9% |
| 5Y | +11.4% | +46.2% | -34.8% | -9.0% |
| 10Y | +160.6% | +123.8% | +36.8% | +76.8% |
| All | +349.9% | +723.5% | -373.6% | +72.8% |
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 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