+343.8%
HPQ vs EXPE
+729.3%
-385.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +1.3% |
| 7D | -3.2% | -17.8% | +14.5% | +1.4% |
| 30D | -3.0% | -3.2% | +0.2% | -2.7% |
| 3M | +0.6% | -19.0% | +19.6% | +5.2% |
| 6M | +36.6% | +17.7% | +18.9% | +29.3% |
| YTD | +35.0% | -7.8% | +42.8% | +34.2% |
| 1Y | +23.1% | -1.4% | +24.4% | +20.2% |
| 3Y | +18.6% | +121.9% | -103.3% | -8.7% |
| 5Y | +10.3% | +44.3% | -33.9% | -9.5% |
| 10Y | +157.1% | +125.4% | +31.6% | +74.1% |
| All | +343.8% | +729.3% | -385.6% | +70.2% |
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