+150.2%
XLE vs HPE
+253.5%
-103.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.2% | -5.7% | -0.5% |
| 7D | -7.9% | -7.1% | -0.8% | -6.8% |
| 30D | -4.8% | -35.3% | +30.5% | +2.0% |
| 3M | +8.4% | -10.4% | +18.8% | +8.8% |
| 6M | +12.7% | +52.5% | -39.8% | -0.8% |
| YTD | +41.3% | +100.3% | -59.0% | +15.5% |
| 1Y | +42.3% | +106.4% | -64.1% | +15.2% |
| 3Y | +65.1% | +227.4% | -162.3% | +9.5% |
| 5Y | +150.2% | +250.6% | -100.4% | +52.7% |
| All | +150.2% | +253.5% | -103.3% | +52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling