+599.2%
HPE vs EXR
+211.3%
+387.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.7% | +4.8% |
| 7D | +0.3% | -1.1% | +1.5% | +0.7% |
| 30D | -28.6% | +18.8% | -47.3% | -32.2% |
| 3M | -7.4% | +9.9% | -17.3% | -10.2% |
| 6M | +63.7% | +12.6% | +51.0% | +56.4% |
| YTD | +111.7% | +26.5% | +85.2% | +94.4% |
| 1Y | +123.5% | +24.5% | +99.0% | +106.1% |
| 3Y | +238.7% | +52.4% | +186.3% | +184.4% |
| 5Y | +261.0% | -1.5% | +262.6% | +243.7% |
| 10Y | +390.2% | +216.0% | +174.2% | +216.0% |
| All | +599.2% | +211.3% | +387.9% | +343.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling