+181.3%
XLE vs HPE
+533.2%
-351.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.1% | -4.3% | -1.0% |
| 7D | +0.3% | +13.6% | -13.3% | -4.3% |
| 30D | +8.5% | +7.7% | +0.8% | +5.0% |
| 3M | +14.6% | +22.4% | -7.8% | +4.6% |
| 6M | +17.6% | +172.6% | -155.0% | -24.3% |
| YTD | +48.1% | +147.5% | -99.4% | -1.5% |
| 1Y | +53.8% | +151.8% | -98.0% | +0.4% |
| 3Y | +56.2% | +267.1% | -210.8% | -21.1% |
| 5Y | +227.7% | +362.8% | -135.0% | +39.9% |
| 10Y | +181.3% | +540.2% | -358.9% | -6.3% |
| All | +181.3% | +533.2% | -351.9% | -6.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling