+151.8%
HPE vs EXR
-2.8%
+154.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.5% | +7.7% | +4.6% |
| 7D | +13.6% | -3.1% | +16.7% | +13.0% |
| 30D | +7.7% | -7.5% | +15.2% | +6.1% |
| 3M | +22.4% | -7.5% | +29.9% | +20.6% |
| 6M | +172.6% | -5.2% | +177.8% | +165.3% |
| YTD | +147.5% | +6.5% | +141.0% | +146.7% |
| 1Y | +151.8% | -2.0% | +153.8% | +140.0% |
| All | +151.8% | -2.8% | +154.6% | +140.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling