+561.5%
HPE vs EXR
+213.2%
+348.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.6% | +5.6% | +6.0% |
| 7D | -7.1% | +2.7% | -9.8% | -7.9% |
| 30D | -35.3% | +18.9% | -54.2% | -38.6% |
| 3M | -10.4% | +8.4% | -18.8% | -12.8% |
| 6M | +52.5% | +14.3% | +38.2% | +45.1% |
| YTD | +100.3% | +27.2% | +73.0% | +83.6% |
| 1Y | +106.4% | +25.9% | +80.4% | +89.6% |
| 3Y | +227.4% | +54.6% | +172.8% | +173.6% |
| 5Y | +250.6% | -0.6% | +251.2% | +232.8% |
| 10Y | +365.4% | +208.5% | +156.8% | +201.5% |
| All | +561.5% | +213.2% | +348.3% | +319.0% |
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 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