+227.4%
HPE vs EXR
+53.9%
+173.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.6% | +5.6% | +6.1% |
| 7D | -7.1% | +2.7% | -9.8% | -7.4% |
| 30D | -35.3% | +18.9% | -54.2% | -36.7% |
| 3M | -10.4% | +8.4% | -18.8% | -11.2% |
| 6M | +52.5% | +14.3% | +38.2% | +48.8% |
| YTD | +100.3% | +27.2% | +73.0% | +90.1% |
| 1Y | +106.4% | +25.9% | +80.4% | +96.2% |
| 3Y | +227.4% | +54.6% | +172.8% | +182.7% |
| All | +227.4% | +53.9% | +173.5% | +182.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling