+571.9%
HPE vs XLB
+197.3%
+374.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +47.9% |
| YTD | +103.4% | +16.6% | +86.8% | +72.6% |
| 1Y | +114.4% | +21.4% | +93.0% | +74.5% |
| 3Y | +224.7% | +43.2% | +181.4% | +125.7% |
| 5Y | +277.8% | +28.0% | +249.7% | +191.6% |
| 10Y | +371.1% | +164.8% | +206.3% | +70.7% |
| All | +571.9% | +197.3% | +374.6% | +109.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling