+362.8%
HPE vs XRT
-2.4%
+365.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.6% | +6.8% | +6.1% |
| 7D | +13.6% | -2.4% | +16.0% | +15.1% |
| 30D | +7.7% | -6.9% | +14.7% | +12.3% |
| 3M | +22.4% | -0.4% | +22.8% | +21.4% |
| 6M | +172.6% | +2.2% | +170.4% | +165.7% |
| YTD | +147.5% | -0.7% | +148.2% | +146.0% |
| 1Y | +151.8% | -2.0% | +153.8% | +152.2% |
| 3Y | +267.1% | +41.0% | +226.0% | +195.2% |
| 5Y | +362.8% | -3.3% | +366.1% | +325.3% |
| All | +362.8% | -2.4% | +365.1% | +325.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling