+388.5%
HPE vs XLB
+164.1%
+224.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +1.1% |
| 7D | +13.6% | 0.0% | +13.6% | +13.6% |
| 30D | -27.1% | +5.3% | -32.4% | -31.0% |
| 3M | -14.5% | 0.0% | -14.5% | -15.0% |
| 6M | +66.9% | +1.2% | +65.7% | +63.1% |
| YTD | +111.3% | +16.9% | +94.4% | +79.2% |
| 1Y | +117.5% | +20.9% | +96.6% | +78.2% |
| 3Y | +238.1% | +43.3% | +194.8% | +135.8% |
| 5Y | +292.4% | +28.3% | +264.1% | +203.2% |
| All | +388.5% | +164.1% | +224.4% | +90.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling