+237.2%
HPE vs XLC
+63.4%
+173.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.6% |
| 7D | +13.6% | +3.1% | +10.5% | +11.0% |
| 30D | -27.1% | -4.2% | -22.9% | -24.5% |
| 3M | -14.5% | -2.1% | -12.3% | -13.6% |
| 6M | +66.9% | -6.6% | +73.6% | +74.8% |
| YTD | +111.3% | -7.8% | +119.1% | +123.9% |
| 1Y | +117.5% | -4.1% | +121.6% | +120.3% |
| All | +237.2% | +63.4% | +173.9% | +128.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling