+49.9%
XLE vs HPE
+113.0%
-63.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -5.7% | +0.9% | -4.6% |
| 7D | -7.2% | -17.0% | +9.8% | -6.8% |
| 30D | +0.1% | -26.7% | +26.8% | +0.8% |
| 3M | +9.2% | -4.1% | +13.3% | +9.0% |
| 6M | +8.4% | +75.4% | -67.1% | +4.9% |
| YTD | +44.9% | +111.0% | -66.1% | +36.7% |
| 1Y | +49.9% | +116.4% | -66.6% | +41.2% |
| All | +49.9% | +113.0% | -63.2% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 1y: compounded portfolio wealth divided by compounded HPE 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…
1y analysis · Full analysis span regression · 6 months rolling