+563.1%
HPE vs XLI
+260.4%
+302.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.1% | +11.4% | +11.3% |
| 7D | +19.4% | -1.7% | +21.1% | +21.7% |
| 30D | +5.6% | -7.3% | +12.9% | +15.0% |
| 3M | +33.1% | -1.3% | +34.4% | +35.2% |
| 6M | +192.5% | +2.2% | +190.2% | +185.4% |
| YTD | +160.9% | +11.7% | +149.2% | +131.1% |
| 1Y | +155.0% | +14.3% | +140.7% | +120.7% |
| 3Y | +289.4% | +70.3% | +219.1% | +121.9% |
| 5Y | +395.7% | +82.3% | +313.3% | +164.1% |
| All | +563.1% | +260.4% | +302.7% | +88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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