+563.1%
HPE vs XLB
+163.8%
+399.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.4% | +12.1% | +12.1% |
| 7D | +19.4% | -2.8% | +22.2% | +22.8% |
| 30D | +5.6% | -3.1% | +8.7% | +8.8% |
| 3M | +33.1% | -0.2% | +33.2% | +32.1% |
| 6M | +192.5% | +3.1% | +189.4% | +182.1% |
| YTD | +160.9% | +13.3% | +147.7% | +129.3% |
| 1Y | +155.0% | +12.0% | +142.9% | +126.3% |
| 3Y | +289.4% | +31.4% | +258.0% | +197.1% |
| 5Y | +395.7% | +33.9% | +361.7% | +268.4% |
| All | +563.1% | +163.8% | +399.3% | +166.1% |
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