+599.2%
HPE vs XRT
+137.2%
+462.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.1% | +4.9% | +4.9% |
| 7D | +0.3% | -1.4% | +1.8% | +1.5% |
| 30D | -28.6% | +9.8% | -38.3% | -33.6% |
| 3M | -7.4% | +3.3% | -10.6% | -10.6% |
| 6M | +63.7% | +13.6% | +50.1% | +46.6% |
| YTD | +111.7% | +9.1% | +102.6% | +95.3% |
| 1Y | +123.5% | +15.1% | +108.4% | +98.5% |
| 3Y | +238.7% | +59.9% | +178.7% | +138.5% |
| 5Y | +261.0% | -1.7% | +262.8% | +246.5% |
| 10Y | +390.2% | +141.1% | +249.1% | +111.8% |
| All | +599.2% | +137.2% | +462.0% | +194.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling