+396.0%
HPE vs XEL
+29.8%
+366.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.1% | +12.3% | +12.4% |
| 7D | +19.4% | -0.3% | +19.7% | +19.4% |
| 30D | +5.6% | -3.9% | +9.6% | +5.9% |
| 3M | +33.1% | -2.8% | +35.9% | +33.2% |
| 6M | +192.5% | -5.4% | +197.8% | +193.0% |
| YTD | +160.9% | +3.8% | +157.2% | +159.1% |
| 1Y | +155.0% | +6.8% | +148.1% | +152.2% |
| 3Y | +289.4% | +45.6% | +243.8% | +266.0% |
| All | +396.0% | +29.8% | +366.2% | +374.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling