+215.5%
HPE vs XLP
+27.4%
+188.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.8% | -3.7% | -4.6% |
| 7D | -0.6% | -1.0% | +0.4% | -0.7% |
| 30D | -2.3% | -0.9% | -1.4% | -2.4% |
| 3M | -2.9% | +3.8% | -6.7% | -3.2% |
| 6M | +143.6% | -1.7% | +145.3% | +145.2% |
| YTD | +118.5% | +10.3% | +108.3% | +113.2% |
| 1Y | +129.2% | +7.8% | +121.4% | +125.2% |
| All | +215.5% | +27.4% | +188.1% | +185.0% |
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