+249.2%
HPE vs XLB
+34.9%
+214.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.0% | +8.7% | +8.7% |
| 7D | +10.1% | -0.2% | +10.4% | +10.3% |
| 30D | +5.3% | -1.7% | +7.0% | +6.9% |
| 3M | +12.7% | +4.4% | +8.3% | +6.4% |
| 6M | +167.7% | +5.0% | +162.6% | +151.6% |
| YTD | +135.5% | +15.5% | +120.0% | +99.8% |
| 1Y | +143.4% | +14.9% | +128.5% | +107.3% |
| 3Y | +249.2% | +34.5% | +214.6% | +147.6% |
| All | +249.2% | +34.9% | +214.2% | +147.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling