+189.9%
XLE vs HPE
+545.6%
-355.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | +0.7% |
| 7D | +2.2% | -0.6% | +2.8% | +2.3% |
| 30D | +11.8% | -2.3% | +14.1% | +12.1% |
| 3M | +9.8% | -2.9% | +12.7% | +8.9% |
| 6M | +15.6% | +143.6% | -128.0% | -21.8% |
| YTD | +45.3% | +118.5% | -73.3% | +2.0% |
| 1Y | +48.3% | +129.2% | -80.9% | +1.0% |
| 3Y | +55.4% | +212.5% | -157.1% | -14.4% |
| 5Y | +216.1% | +286.9% | -70.8% | +50.9% |
| 10Y | +178.4% | +432.3% | -253.9% | +6.7% |
| All | +189.9% | +545.6% | -355.7% | -2.2% |
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