+116.4%
HPE vs XLC
-5.6%
+122.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +3.5% | -9.1% | -5.8% |
| 7D | -17.0% | +1.8% | -18.7% | -17.0% |
| 30D | -26.7% | -6.0% | -20.8% | -26.2% |
| 3M | -4.1% | -6.0% | +1.9% | -3.4% |
| 6M | +75.4% | -9.1% | +84.5% | +79.9% |
| YTD | +111.0% | -10.0% | +121.1% | +116.5% |
| 1Y | +116.4% | -5.8% | +122.2% | +109.8% |
| All | +116.4% | -5.6% | +122.0% | +109.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 1y: compounded portfolio wealth divided by compounded XLC 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…
1y analysis · Full analysis span regression · 6 months rolling