+51.4%
HPE vs XLB
+1.0%
+50.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.7% |
| 7D | +7.9% | +0.5% | +7.3% | +7.7% |
| 30D | -23.5% | +5.2% | -28.6% | -24.5% |
| 3M | -19.1% | +0.3% | -19.4% | -18.3% |
| 6M | +51.4% | +1.2% | +50.2% | +53.1% |
| All | +51.4% | +1.0% | +50.4% | +53.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling