+677.7%
HPE vs XLI
+302.4%
+375.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.5% | +8.2% | +8.3% |
| 7D | +10.1% | +1.0% | +9.2% | +8.9% |
| 30D | +5.3% | -5.8% | +11.1% | +12.8% |
| 3M | +12.7% | +0.7% | +12.0% | +11.9% |
| 6M | +167.7% | +3.2% | +164.5% | +158.3% |
| YTD | +135.5% | +13.0% | +122.4% | +105.2% |
| 1Y | +143.4% | +16.8% | +126.6% | +104.9% |
| 3Y | +249.2% | +72.4% | +176.8% | +93.8% |
| 5Y | +343.8% | +82.8% | +261.1% | +132.2% |
| 10Y | +495.9% | +252.4% | +243.4% | +43.4% |
| All | +677.7% | +302.4% | +375.3% | +56.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling