+372.4%
HPE vs EXR
+205.9%
+166.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | -9.7% | +1.7% | -11.5% | -10.2% |
| 30D | -34.8% | +18.0% | -52.8% | -38.1% |
| 3M | -12.1% | +9.7% | -21.8% | -14.8% |
| 6M | +53.7% | +13.4% | +40.3% | +46.4% |
| YTD | +101.9% | +26.3% | +75.6% | +85.1% |
| 1Y | +104.3% | +27.6% | +76.8% | +86.4% |
| 3Y | +223.1% | +52.2% | +170.9% | +169.6% |
| 5Y | +249.2% | -1.1% | +250.3% | +231.5% |
| 10Y | +372.4% | +216.8% | +155.6% | +203.6% |
| All | +372.4% | +205.9% | +166.6% | +203.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 10y: compounded portfolio wealth divided by compounded EXR 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…
10y analysis · Full analysis span regression · 6 months rolling