+563.1%
HPE vs XYZ
+610.4%
-47.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.2% | +12.3% | +12.4% |
| 7D | +19.4% | -4.3% | +23.7% | +20.4% |
| 30D | +5.6% | +1.2% | +4.4% | +5.2% |
| 3M | +33.1% | +14.6% | +18.4% | +28.6% |
| 6M | +192.5% | +22.6% | +169.9% | +178.0% |
| YTD | +160.9% | +21.7% | +139.2% | +147.0% |
| 1Y | +155.0% | +6.7% | +148.3% | +147.4% |
| 3Y | +289.4% | +46.8% | +242.6% | +241.8% |
| 5Y | +395.7% | -68.0% | +463.7% | +438.8% |
| All | +563.1% | +610.4% | -47.3% | +263.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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