+202.7%
HPE vs XLP
+42.1%
+160.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +0.9% |
| 7D | -18.7% | +0.7% | -19.5% | -18.3% |
| 30D | -37.9% | +10.3% | -48.2% | -35.9% |
| 3M | -14.4% | +6.5% | -20.9% | -12.1% |
| 6M | +48.2% | +8.4% | +39.8% | +52.5% |
| YTD | +88.6% | +18.2% | +70.4% | +89.8% |
| 1Y | +94.8% | +22.4% | +72.4% | +94.0% |
| 3Y | +202.7% | +41.9% | +160.8% | +172.0% |
| All | +202.7% | +42.1% | +160.6% | +172.0% |
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