+370.3%
HPE vs XRT
+136.4%
+233.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.1% | -4.0% |
| 7D | +7.9% | +1.7% | +6.1% | +6.7% |
| 30D | -23.5% | +7.5% | -31.0% | -27.8% |
| 3M | -19.1% | +2.2% | -21.3% | -21.3% |
| 6M | +51.4% | +14.7% | +36.7% | +34.9% |
| YTD | +103.4% | +7.5% | +95.9% | +89.7% |
| 1Y | +114.4% | +14.1% | +100.3% | +91.7% |
| 3Y | +224.7% | +58.8% | +165.9% | +131.0% |
| 5Y | +277.8% | -3.9% | +281.7% | +268.7% |
| All | +370.3% | +136.4% | +233.9% | +106.2% |
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