+677.7%
HPE vs XHB
+209.8%
+467.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.4% | +10.2% | +9.4% |
| 7D | +10.1% | +0.2% | +10.0% | +9.8% |
| 30D | +5.3% | -9.1% | +14.4% | +11.7% |
| 3M | +12.7% | -2.3% | +15.0% | +13.0% |
| 6M | +167.7% | -4.1% | +171.8% | +171.2% |
| YTD | +135.5% | -1.7% | +137.2% | +134.2% |
| 1Y | +143.4% | -15.1% | +158.5% | +166.4% |
| 3Y | +249.2% | +26.8% | +222.3% | +181.1% |
| 5Y | +343.8% | +37.3% | +306.5% | +227.7% |
| 10Y | +495.9% | +205.7% | +290.2% | +123.1% |
| All | +677.7% | +209.8% | +467.8% | +189.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling