+435.2%
HPE vs XLP
+101.7%
+333.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.8% | -3.7% | -3.9% |
| 7D | -0.6% | -1.0% | +0.4% | +0.2% |
| 30D | -2.3% | -0.9% | -1.4% | -1.8% |
| 3M | -2.9% | +3.8% | -6.7% | -7.0% |
| 6M | +143.6% | -1.7% | +145.3% | +142.4% |
| YTD | +118.5% | +10.3% | +108.3% | +96.6% |
| 1Y | +129.2% | +7.8% | +121.4% | +109.5% |
| 3Y | +212.5% | +27.2% | +185.3% | +140.2% |
| 5Y | +286.9% | +32.5% | +254.4% | +184.7% |
| All | +435.2% | +101.7% | +333.5% | +173.7% |
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