+370.3%
HPE vs EXR
+216.3%
+154.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -3.8% |
| 7D | +7.9% | -0.4% | +8.3% | +8.0% |
| 30D | -23.5% | +18.2% | -41.7% | -27.4% |
| 3M | -19.1% | +7.3% | -26.4% | -21.0% |
| 6M | +51.4% | +13.8% | +37.6% | +44.1% |
| YTD | +103.4% | +25.9% | +77.5% | +86.7% |
| 1Y | +114.4% | +25.8% | +88.6% | +96.6% |
| 3Y | +224.7% | +53.7% | +171.0% | +169.9% |
| 5Y | +277.8% | -1.8% | +279.5% | +259.4% |
| All | +370.3% | +216.3% | +154.0% | +203.7% |
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