+340.8%
HPE vs XLI
+78.7%
+262.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.7% | -5.5% | -5.4% |
| 7D | +1.4% | -2.3% | +3.7% | +4.1% |
| 30D | +1.5% | -8.2% | +9.7% | +12.5% |
| 3M | +21.7% | +0.8% | +21.0% | +20.5% |
| 6M | +164.2% | +0.8% | +163.3% | +160.8% |
| YTD | +132.1% | +10.5% | +121.5% | +105.4% |
| 1Y | +130.6% | +14.1% | +116.5% | +96.7% |
| 3Y | +244.1% | +68.6% | +175.5% | +90.1% |
| 5Y | +340.8% | +80.4% | +260.4% | +125.8% |
| All | +340.8% | +78.7% | +262.1% | +125.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling