+489.7%
HPE vs XRT
+125.1%
+364.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.8% | -5.5% | -5.7% |
| 7D | +1.4% | -3.6% | +5.0% | +3.8% |
| 30D | +1.5% | -6.7% | +8.2% | +6.1% |
| 3M | +21.7% | -1.4% | +23.1% | +21.7% |
| 6M | +164.2% | +1.7% | +162.5% | +158.1% |
| YTD | +132.1% | -1.5% | +133.5% | +132.0% |
| 1Y | +130.6% | -2.5% | +133.1% | +132.0% |
| 3Y | +244.1% | +39.9% | +204.2% | +169.5% |
| 5Y | +340.8% | -2.6% | +343.4% | +326.1% |
| All | +489.7% | +125.1% | +364.7% | +178.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling