+677.7%
HPE vs XME
+633.3%
+44.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.1% | +6.6% | +7.1% |
| 7D | +10.1% | +3.6% | +6.5% | +8.0% |
| 30D | +5.3% | +3.6% | +1.6% | +3.0% |
| 3M | +12.7% | +1.2% | +11.5% | +11.6% |
| 6M | +167.7% | +9.0% | +158.6% | +155.0% |
| YTD | +135.5% | +15.9% | +119.5% | +115.1% |
| 1Y | +143.4% | +43.2% | +100.2% | +96.1% |
| 3Y | +249.2% | +137.4% | +111.8% | +112.3% |
| 5Y | +343.8% | +185.0% | +158.8% | +135.5% |
| 10Y | +495.9% | +409.5% | +86.4% | +113.6% |
| All | +677.7% | +633.3% | +44.4% | +137.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling