+249.2%
HPE vs XRT
+42.5%
+206.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.2% | +9.9% | +9.3% |
| 7D | +10.1% | -0.3% | +10.4% | +10.1% |
| 30D | +5.3% | -5.6% | +10.9% | +9.5% |
| 3M | +12.7% | +2.5% | +10.1% | +8.9% |
| 6M | +167.7% | +3.7% | +164.0% | +155.8% |
| YTD | +135.5% | +1.0% | +134.5% | +130.2% |
| 1Y | +143.4% | -1.2% | +144.6% | +141.9% |
| 3Y | +249.2% | +43.4% | +205.8% | +158.6% |
| All | +249.2% | +42.5% | +206.7% | +158.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling