+344.1%
HPE vs XLC
+142.6%
+201.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.6% | -6.9% | -6.7% |
| 7D | +1.4% | -1.7% | +3.1% | +2.7% |
| 30D | +1.5% | +0.2% | +1.3% | +1.2% |
| 3M | +21.7% | +0.7% | +21.0% | +20.1% |
| 6M | +164.2% | -4.5% | +168.6% | +170.8% |
| YTD | +132.1% | -4.7% | +136.8% | +138.7% |
| 1Y | +130.6% | -1.5% | +132.1% | +131.0% |
| 3Y | +244.1% | +72.2% | +171.9% | +124.3% |
| 5Y | +340.8% | +39.3% | +301.5% | +236.8% |
| All | +344.1% | +142.6% | +201.5% | +84.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling