+116.4%
HPE vs XBI
+47.5%
+68.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.7% | -8.3% | -6.2% |
| 7D | -17.0% | +1.0% | -18.0% | -17.1% |
| 30D | -26.7% | +1.9% | -28.6% | -27.1% |
| 3M | -4.1% | +4.8% | -8.9% | -5.3% |
| 6M | +75.4% | +19.3% | +56.1% | +69.9% |
| YTD | +111.0% | +30.6% | +80.4% | +97.7% |
| 1Y | +116.4% | +47.9% | +68.5% | +95.8% |
| All | +116.4% | +47.5% | +68.9% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 XBI 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