+129.2%
HPE vs XLU
+4.9%
+124.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.5% |
| 7D | -0.6% | +0.8% | -1.4% | -0.7% |
| 30D | -2.3% | -1.3% | -1.0% | -2.2% |
| 3M | -2.9% | -1.3% | -1.5% | -3.4% |
| 6M | +143.6% | -7.6% | +151.2% | +146.2% |
| YTD | +118.5% | +2.3% | +116.3% | +110.0% |
| 1Y | +129.2% | +5.8% | +123.4% | +121.6% |
| All | +129.2% | +4.9% | +124.3% | +121.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 1y: compounded portfolio wealth divided by compounded XLU 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…
1y analysis · Full analysis span regression · 6 months rolling