+563.1%
HPE vs XEL
+151.6%
+411.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.1% | +12.3% | +12.4% |
| 7D | +19.4% | -0.3% | +19.7% | +19.5% |
| 30D | +5.6% | -3.9% | +9.6% | +6.6% |
| 3M | +33.1% | -2.8% | +35.9% | +33.7% |
| 6M | +192.5% | -5.4% | +197.8% | +195.1% |
| YTD | +160.9% | +3.8% | +157.2% | +157.2% |
| 1Y | +155.0% | +6.8% | +148.1% | +148.9% |
| 3Y | +289.4% | +45.6% | +243.8% | +242.6% |
| 5Y | +395.7% | +30.7% | +365.0% | +348.3% |
| All | +563.1% | +151.6% | +411.5% | +446.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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