+677.7%
HPE vs XEL
+195.2%
+482.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.5% | +6.2% | +7.4% |
| 7D | +10.1% | +1.3% | +8.8% | +9.9% |
| 30D | +5.3% | -1.5% | +6.8% | +5.6% |
| 3M | +12.7% | -0.2% | +12.9% | +12.5% |
| 6M | +167.7% | -5.4% | +173.1% | +170.1% |
| YTD | +135.5% | +5.6% | +129.8% | +131.2% |
| 1Y | +143.4% | +10.5% | +132.9% | +135.9% |
| 3Y | +249.2% | +49.2% | +200.0% | +206.4% |
| 5Y | +343.8% | +30.1% | +313.7% | +304.1% |
| 10Y | +495.9% | +146.7% | +349.2% | +387.2% |
| All | +677.7% | +195.2% | +482.5% | +479.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling