+717.5%
HPE vs XLU
+170.3%
+547.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.2% | +6.3% | +5.7% |
| 7D | +13.6% | +0.6% | +13.0% | +13.3% |
| 30D | +7.7% | -0.4% | +8.2% | +7.9% |
| 3M | +22.4% | -1.7% | +24.1% | +23.0% |
| 6M | +172.6% | -7.1% | +179.7% | +180.9% |
| YTD | +147.5% | +1.9% | +145.6% | +143.0% |
| 1Y | +151.8% | +6.1% | +145.7% | +142.1% |
| 3Y | +267.1% | +48.8% | +218.3% | +192.4% |
| 5Y | +362.8% | +43.8% | +319.0% | +271.4% |
| 10Y | +540.2% | +143.2% | +397.0% | +306.4% |
| All | +717.5% | +170.3% | +547.2% | +338.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling