+172.6%
HPE vs XBI
+28.5%
+144.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.6% | +6.7% | +5.3% |
| 7D | +13.6% | -3.6% | +17.3% | +14.2% |
| 30D | +7.7% | +0.9% | +6.9% | +7.5% |
| 3M | +22.4% | +21.4% | +0.9% | +18.9% |
| 6M | +172.6% | +25.5% | +147.1% | +155.3% |
| All | +172.6% | +28.5% | +144.1% | +155.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling