+365.4%
HPE vs XLP
+130.4%
+235.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.9% | +5.3% | +5.6% |
| 7D | -7.1% | +0.1% | -7.2% | -7.3% |
| 30D | -35.3% | +8.9% | -44.2% | -39.5% |
| 3M | -10.4% | +7.5% | -17.9% | -15.8% |
| 6M | +52.5% | +9.4% | +43.0% | +39.0% |
| YTD | +100.3% | +19.3% | +81.0% | +68.8% |
| 1Y | +106.4% | +21.7% | +84.6% | +70.6% |
| 3Y | +227.4% | +44.0% | +183.4% | +125.9% |
| 5Y | +250.6% | +42.8% | +207.8% | +142.9% |
| 10Y | +365.4% | +128.8% | +236.6% | +120.9% |
| All | +365.4% | +130.4% | +235.0% | +120.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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