+666.4%
HPE vs XLRE
+103.1%
+563.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.8% | -5.4% | -5.7% |
| 7D | +1.4% | -2.7% | +4.1% | +3.3% |
| 30D | +1.5% | -2.3% | +3.9% | +3.2% |
| 3M | +21.7% | -3.5% | +25.2% | +24.0% |
| 6M | +164.2% | +1.9% | +162.3% | +157.7% |
| YTD | +132.1% | +8.3% | +123.7% | +116.8% |
| 1Y | +130.6% | +6.4% | +124.3% | +117.9% |
| 3Y | +244.1% | +30.2% | +213.9% | +178.1% |
| 5Y | +340.8% | +8.6% | +332.2% | +299.7% |
| 10Y | +500.2% | +87.4% | +412.8% | +256.3% |
| All | +666.4% | +103.1% | +563.3% | +307.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling