+53.8%
XLE vs HPE
+156.7%
-102.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.1% | -4.3% | +0.7% |
| 7D | +0.3% | +13.6% | -13.3% | -0.1% |
| 30D | +8.5% | +7.7% | +0.8% | +8.2% |
| 3M | +14.6% | +22.4% | -7.8% | +13.6% |
| 6M | +17.6% | +172.6% | -155.0% | +8.4% |
| YTD | +48.1% | +147.5% | -99.4% | +38.0% |
| 1Y | +53.8% | +151.8% | -98.0% | +46.4% |
| All | +53.8% | +156.7% | -102.9% | +46.4% |
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