+717.5%
HPE vs XBI
+146.6%
+570.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.6% | +6.7% | +5.8% |
| 7D | +13.6% | -3.6% | +17.3% | +15.3% |
| 30D | +7.7% | +0.9% | +6.9% | +7.0% |
| 3M | +22.4% | +21.4% | +0.9% | +12.5% |
| 6M | +172.6% | +25.5% | +147.1% | +145.7% |
| YTD | +147.5% | +30.8% | +116.7% | +118.5% |
| 1Y | +151.8% | +68.6% | +83.2% | +99.3% |
| 3Y | +267.1% | +103.9% | +163.1% | +165.7% |
| 5Y | +362.8% | +20.8% | +342.0% | +299.7% |
| 10Y | +540.2% | +164.0% | +376.2% | +267.9% |
| All | +717.5% | +146.6% | +570.8% | +370.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling