+362.8%
HPE vs XLC
+37.1%
+325.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.6% | +5.7% | +5.6% |
| 7D | +13.6% | -1.4% | +15.1% | +14.8% |
| 30D | +7.7% | -0.9% | +8.6% | +8.3% |
| 3M | +22.4% | -0.3% | +22.7% | +21.9% |
| 6M | +172.6% | -5.2% | +177.8% | +180.7% |
| YTD | +147.5% | -5.3% | +152.8% | +155.4% |
| 1Y | +151.8% | -2.8% | +154.6% | +154.8% |
| 3Y | +267.1% | +71.2% | +195.8% | +157.4% |
| 5Y | +362.8% | +37.6% | +325.2% | +241.1% |
| All | +362.8% | +37.1% | +325.6% | +241.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling