+522.9%
HPE vs XLP
+143.4%
+379.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +2.2% |
| 7D | -18.7% | +0.7% | -19.5% | -19.4% |
| 30D | -37.9% | +10.3% | -48.2% | -42.7% |
| 3M | -14.4% | +6.5% | -20.9% | -19.3% |
| 6M | +48.2% | +8.4% | +39.8% | +35.5% |
| YTD | +88.6% | +18.2% | +70.4% | +59.0% |
| 1Y | +94.8% | +22.4% | +72.4% | +58.8% |
| 3Y | +202.7% | +41.9% | +160.8% | +109.3% |
| 5Y | +231.6% | +40.9% | +190.8% | +130.0% |
| 10Y | +361.9% | +128.4% | +233.5% | +100.4% |
| All | +522.9% | +143.4% | +379.5% | +145.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling