+340.8%
HPE vs XME
+167.8%
+173.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.7% | -2.5% | -4.2% |
| 7D | +1.4% | -3.0% | +4.5% | +3.3% |
| 30D | +1.5% | -2.6% | +4.1% | +2.8% |
| 3M | +21.7% | +2.2% | +19.6% | +19.8% |
| 6M | +164.2% | +0.7% | +163.5% | +163.0% |
| YTD | +132.1% | +10.9% | +121.1% | +117.0% |
| 1Y | +130.6% | +35.7% | +94.9% | +90.4% |
| 3Y | +244.1% | +127.1% | +117.0% | +111.5% |
| 5Y | +340.8% | +168.5% | +172.4% | +137.4% |
| All | +340.8% | +167.8% | +173.0% | +137.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling