+182.0%
XLE vs HPE
+491.8%
-309.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.2% | -5.7% | -1.5% |
| 7D | -7.9% | -7.1% | -0.8% | -5.9% |
| 30D | -4.8% | -35.3% | +30.5% | +8.7% |
| 3M | +8.4% | -10.4% | +18.8% | +9.0% |
| 6M | +12.7% | +52.5% | -39.8% | -10.2% |
| YTD | +41.3% | +100.3% | -59.0% | -0.4% |
| 1Y | +42.3% | +106.4% | -64.1% | -1.4% |
| 3Y | +65.1% | +227.4% | -162.3% | -14.2% |
| 5Y | +150.2% | +250.6% | -100.4% | +20.7% |
| 10Y | +163.9% | +365.4% | -201.4% | +3.1% |
| All | +182.0% | +491.8% | -309.8% | -4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling