+563.1%
HPE vs XME
+421.4%
+141.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -1.0% | +13.4% | +13.0% |
| 7D | +19.4% | -4.2% | +23.6% | +22.4% |
| 30D | +5.6% | -2.7% | +8.3% | +7.0% |
| 3M | +33.1% | -3.9% | +37.0% | +35.6% |
| 6M | +192.5% | -1.0% | +193.4% | +193.6% |
| YTD | +160.9% | +9.8% | +151.1% | +144.6% |
| 1Y | +155.0% | +32.5% | +122.4% | +112.4% |
| 3Y | +289.4% | +124.3% | +165.1% | +138.2% |
| 5Y | +395.7% | +165.8% | +229.9% | +163.5% |
| All | +563.1% | +421.4% | +141.8% | +129.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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