+116.4%
HPE vs XLB
+29.8%
+86.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.5% | -8.2% | -7.0% |
| 7D | -17.0% | +3.9% | -20.9% | -19.1% |
| 30D | -26.7% | +8.9% | -35.6% | -31.0% |
| 3M | -4.1% | +4.1% | -8.3% | -6.9% |
| 6M | +75.4% | +7.3% | +68.1% | +64.9% |
| YTD | +111.0% | +20.4% | +90.6% | +83.0% |
| 1Y | +116.4% | +29.5% | +86.9% | +72.7% |
| All | +116.4% | +29.8% | +86.6% | +72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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