+370.3%
HPE vs XLB
+163.6%
+206.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.5% |
| 7D | +7.9% | +0.5% | +7.3% | +7.4% |
| 30D | -23.5% | +5.2% | -28.6% | -27.5% |
| 3M | -19.1% | +0.3% | -19.4% | -19.8% |
| 6M | +51.4% | +1.2% | +50.2% | +48.0% |
| YTD | +103.4% | +16.6% | +86.8% | +72.9% |
| 1Y | +114.4% | +21.4% | +93.0% | +74.9% |
| 3Y | +224.7% | +43.2% | +181.4% | +126.6% |
| 5Y | +277.8% | +28.0% | +249.7% | +192.5% |
| All | +370.3% | +163.6% | +206.7% | +84.0% |
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