+289.4%
HPE vs XLRE
+31.2%
+258.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.9% | +11.6% | +12.0% |
| 7D | +19.4% | -1.2% | +20.6% | +20.1% |
| 30D | +5.6% | -2.4% | +8.0% | +6.9% |
| 3M | +33.1% | -2.5% | +35.6% | +34.1% |
| 6M | +192.5% | +4.0% | +188.5% | +182.2% |
| YTD | +160.9% | +9.3% | +151.6% | +144.2% |
| 1Y | +155.0% | +5.6% | +149.4% | +143.4% |
| 3Y | +289.4% | +31.3% | +258.1% | +227.3% |
| All | +289.4% | +31.2% | +258.2% | +227.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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