+563.1%
HPE vs XBI
+160.4%
+402.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.4% | +12.8% | +12.6% |
| 7D | +19.4% | -4.6% | +24.0% | +21.7% |
| 30D | +5.6% | -2.0% | +7.6% | +6.1% |
| 3M | +33.1% | +17.8% | +15.3% | +23.8% |
| 6M | +192.5% | +23.7% | +168.7% | +165.2% |
| YTD | +160.9% | +28.2% | +132.7% | +132.2% |
| 1Y | +155.0% | +64.0% | +91.0% | +104.1% |
| 3Y | +289.4% | +99.4% | +190.0% | +184.3% |
| 5Y | +395.7% | +19.3% | +376.3% | +330.7% |
| All | +563.1% | +160.4% | +402.7% | +309.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling