+129.2%
HPE vs XHB
-9.3%
+138.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.0% | -5.4% | -4.9% |
| 7D | -0.6% | -1.3% | +0.7% | 0.0% |
| 30D | -2.3% | -6.9% | +4.6% | +0.9% |
| 3M | -2.9% | -1.3% | -1.6% | -3.4% |
| 6M | +143.6% | -6.8% | +150.4% | +147.2% |
| YTD | +118.5% | +0.7% | +117.8% | +117.4% |
| 1Y | +129.2% | -11.2% | +140.4% | +133.3% |
| All | +129.2% | -9.3% | +138.5% | +133.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 1y: compounded portfolio wealth divided by compounded XHB 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…
1y analysis · Full analysis span regression · 6 months rolling