+116.4%
HPE vs XLU
+0.7%
+115.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.4% | -6.1% | -5.6% |
| 7D | -17.0% | +2.6% | -19.6% | -17.0% |
| 30D | -26.7% | +9.1% | -35.8% | -27.1% |
| 3M | -4.1% | -0.4% | -3.7% | -4.3% |
| 6M | +75.4% | -4.7% | +80.1% | +74.5% |
| YTD | +111.0% | +4.3% | +106.7% | +106.7% |
| 1Y | +116.4% | +1.0% | +115.5% | +113.4% |
| All | +116.4% | +0.7% | +115.8% | +113.4% |
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