+237.8%
HPE vs XLP
+44.0%
+193.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.5% | +4.4% | +5.0% |
| 7D | +0.3% | -0.5% | +0.9% | 0.0% |
| 30D | -28.6% | +8.3% | -36.9% | -26.4% |
| 3M | -7.4% | +8.7% | -16.1% | -4.3% |
| 6M | +63.7% | +11.2% | +52.5% | +69.0% |
| YTD | +111.7% | +20.0% | +91.7% | +114.5% |
| 1Y | +123.5% | +21.3% | +102.1% | +125.6% |
| All | +237.8% | +44.0% | +193.9% | +209.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling