+41.6%
XLE vs HPE
+102.3%
-60.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.4% |
| 7D | -6.7% | -9.7% | +3.0% | -6.4% |
| 30D | -4.4% | -34.8% | +30.3% | -3.4% |
| 3M | +4.0% | -12.1% | +16.1% | +4.1% |
| 6M | +13.2% | +53.7% | -40.6% | +10.5% |
| YTD | +41.9% | +101.9% | -60.0% | +34.0% |
| 1Y | +41.6% | +104.3% | -62.7% | +33.6% |
| All | +41.6% | +102.3% | -60.7% | +33.6% |
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