+834.0%
HPE vs XYZ
+615.2%
+218.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.2% | +11.0% | +8.4% |
| 7D | +10.1% | +2.9% | +7.3% | +9.4% |
| 30D | +5.3% | +1.4% | +3.9% | +4.8% |
| 3M | +12.7% | +14.6% | -1.9% | +9.0% |
| 6M | +167.7% | +20.8% | +146.9% | +155.3% |
| YTD | +135.5% | +23.1% | +112.4% | +122.5% |
| 1Y | +143.4% | +5.6% | +137.7% | +136.7% |
| 3Y | +249.2% | +50.9% | +198.3% | +205.1% |
| 5Y | +343.8% | -68.6% | +412.4% | +383.6% |
| 10Y | +495.9% | +580.0% | -84.1% | +207.9% |
| All | +834.0% | +615.2% | +218.8% | +363.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling