+563.1%
HPE vs XHB
+215.4%
+347.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.6% | +10.8% | +11.4% |
| 7D | +19.4% | -4.6% | +24.0% | +23.1% |
| 30D | +5.6% | -9.1% | +14.7% | +12.2% |
| 3M | +33.1% | -8.6% | +41.6% | +39.7% |
| 6M | +192.5% | -4.0% | +196.5% | +196.3% |
| YTD | +160.9% | -3.9% | +164.9% | +163.9% |
| 1Y | +155.0% | -16.5% | +171.4% | +181.9% |
| 3Y | +289.4% | +22.6% | +266.8% | +223.7% |
| 5Y | +395.7% | +33.9% | +361.7% | +276.9% |
| All | +563.1% | +215.4% | +347.7% | +174.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling