+246.3%
HPE vs XEL
+46.3%
+200.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.0% | -5.2% | -6.3% |
| 7D | +1.4% | -1.2% | +2.7% | +1.3% |
| 30D | +1.5% | -2.9% | +4.4% | +1.2% |
| 3M | +21.7% | -2.7% | +24.5% | +21.3% |
| 6M | +164.2% | -6.5% | +170.7% | +162.0% |
| YTD | +132.1% | +3.6% | +128.4% | +132.8% |
| 1Y | +130.6% | +7.5% | +123.1% | +132.7% |
| All | +246.3% | +46.3% | +200.0% | +270.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling