+340.8%
HPE vs XYZ
-68.7%
+409.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.4% | -5.8% | -6.2% |
| 7D | +1.4% | -5.2% | +6.6% | +2.5% |
| 30D | +1.5% | 0.0% | +1.5% | +1.4% |
| 3M | +21.7% | +18.7% | +3.1% | +16.8% |
| 6M | +164.2% | +20.5% | +143.6% | +152.0% |
| YTD | +132.1% | +21.5% | +110.6% | +119.7% |
| 1Y | +130.6% | +7.2% | +123.4% | +123.5% |
| 3Y | +244.1% | +49.0% | +195.2% | +203.8% |
| 5Y | +340.8% | -68.1% | +408.9% | +317.9% |
| All | +340.8% | -68.7% | +409.6% | +317.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling