+116.4%
HPE vs XRT
+18.0%
+98.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +5.5% | -11.2% | -6.1% |
| 7D | -17.0% | +8.0% | -25.0% | -17.9% |
| 30D | -26.7% | +13.0% | -39.8% | -28.8% |
| 3M | -4.1% | +1.7% | -5.8% | -2.4% |
| 6M | +75.4% | +12.6% | +62.9% | +65.3% |
| YTD | +111.0% | +10.7% | +100.4% | +102.2% |
| 1Y | +116.4% | +18.4% | +98.0% | +97.1% |
| All | +116.4% | +18.0% | +98.5% | +97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 1y: compounded portfolio wealth divided by compounded XRT 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…
1y analysis · Full analysis span regression · 6 months rolling