+289.4%
HPE vs XLC
+137.2%
+152.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.1% | -4.8% | -4.5% |
| 7D | +7.9% | +3.7% | +4.1% | +4.9% |
| 30D | -23.5% | -1.9% | -21.6% | -22.5% |
| 3M | -19.1% | -3.1% | -16.0% | -17.6% |
| 6M | +51.4% | -6.4% | +57.8% | +56.9% |
| YTD | +103.4% | -6.8% | +110.3% | +111.6% |
| 1Y | +114.4% | -1.7% | +116.1% | +113.5% |
| 3Y | +224.7% | +64.7% | +160.0% | +117.9% |
| 5Y | +277.8% | +41.1% | +236.7% | +183.8% |
| All | +289.4% | +137.2% | +152.1% | +63.5% |
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