+54.7%
XLE vs HPE
+220.9%
-166.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | -0.3% |
| 7D | +2.2% | -0.6% | +2.8% | +2.2% |
| 30D | +11.8% | -2.3% | +14.1% | +11.9% |
| 3M | +9.8% | -2.9% | +12.7% | +9.8% |
| 6M | +15.6% | +143.6% | -128.0% | -1.0% |
| YTD | +45.3% | +118.5% | -73.3% | +26.6% |
| 1Y | +48.3% | +129.2% | -80.9% | +27.6% |
| All | +54.7% | +220.9% | -166.2% | +19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling