+563.1%
HPE vs XLY
+220.9%
+342.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.9% | +11.5% | +11.7% |
| 7D | +19.4% | -1.7% | +21.1% | +21.1% |
| 30D | +5.6% | -4.2% | +9.8% | +9.4% |
| 3M | +33.1% | -2.7% | +35.7% | +35.4% |
| 6M | +192.5% | -0.6% | +193.1% | +191.1% |
| YTD | +160.9% | -5.0% | +165.9% | +170.2% |
| 1Y | +155.0% | -4.1% | +159.1% | +161.7% |
| 3Y | +289.4% | +33.6% | +255.8% | +201.6% |
| 5Y | +395.7% | +28.7% | +366.9% | +281.2% |
| All | +563.1% | +220.9% | +342.2% | +106.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 10y: compounded portfolio wealth divided by compounded XLY 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…
10y analysis · Full analysis span regression · 6 months rolling