+251.4%
HPE vs XLC
+71.5%
+179.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.5% | +8.2% | +8.2% |
| 7D | +10.1% | +0.6% | +9.6% | +9.6% |
| 30D | +5.3% | +0.2% | +5.0% | +4.9% |
| 3M | +12.7% | +0.6% | +12.0% | +11.1% |
| 6M | +167.7% | -4.5% | +172.2% | +176.7% |
| YTD | +135.5% | -4.7% | +140.2% | +144.1% |
| 1Y | +143.4% | -1.7% | +145.0% | +143.7% |
| All | +251.4% | +71.5% | +179.9% | +123.3% |
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