+73.0%
XLF vs HPE
+242.3%
-169.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.2% | +5.9% | +0.6% |
| 7D | -2.9% | +1.4% | -4.3% | -3.2% |
| 30D | -1.6% | +1.5% | -3.2% | -2.1% |
| 3M | +9.3% | +21.7% | -12.5% | +5.4% |
| 6M | +14.6% | +164.2% | -149.6% | -6.3% |
| YTD | +4.7% | +132.1% | -127.3% | -12.3% |
| 1Y | +8.6% | +130.6% | -122.0% | -9.2% |
| All | +73.0% | +242.3% | -169.3% | +28.2% |
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 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