+362.8%
HPE vs XLB
+35.5%
+327.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.1% | +6.2% | +6.1% |
| 7D | +13.6% | -2.9% | +16.6% | +16.8% |
| 30D | +7.7% | -3.4% | +11.1% | +11.0% |
| 3M | +22.4% | +1.6% | +20.8% | +19.3% |
| 6M | +172.6% | +3.6% | +169.0% | +161.1% |
| YTD | +147.5% | +14.2% | +133.3% | +115.5% |
| 1Y | +151.8% | +15.6% | +136.2% | +116.4% |
| 3Y | +267.1% | +33.1% | +233.9% | +176.3% |
| 5Y | +362.8% | +35.1% | +327.7% | +237.5% |
| All | +362.8% | +35.5% | +327.3% | +237.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling