+571.9%
HPE vs XHB
+215.7%
+356.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.5% | -4.2% |
| 7D | +7.9% | -0.2% | +8.1% | +8.0% |
| 30D | -23.5% | +9.9% | -33.4% | -28.9% |
| 3M | -19.1% | -6.3% | -12.8% | -16.6% |
| 6M | +51.4% | +3.8% | +47.6% | +44.5% |
| YTD | +103.4% | +0.1% | +103.3% | +97.8% |
| 1Y | +114.4% | -0.8% | +115.2% | +109.4% |
| 3Y | +224.7% | +35.6% | +189.1% | +147.3% |
| 5Y | +277.8% | +29.6% | +248.2% | +190.0% |
| 10Y | +371.1% | +237.5% | +133.6% | +58.9% |
| All | +571.9% | +215.7% | +356.3% | +144.1% |
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