+155.0%
HPE vs XLC
-0.7%
+155.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.0% | +11.5% | +12.1% |
| 7D | +19.4% | +0.5% | +18.9% | +19.2% |
| 30D | +5.6% | +2.1% | +3.5% | +5.0% |
| 3M | +33.1% | +0.7% | +32.4% | +33.3% |
| 6M | +192.5% | -3.2% | +195.7% | +199.3% |
| YTD | +160.9% | -3.8% | +164.7% | +168.1% |
| 1Y | +155.0% | -2.0% | +157.0% | +151.6% |
| All | +155.0% | -0.7% | +155.7% | +151.6% |
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