+64.3%
XLF vs HPE
+394.3%
-330.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +12.4% | -11.8% | -2.0% |
| 7D | -1.5% | +19.4% | -20.9% | -5.5% |
| 30D | -1.2% | +5.6% | -6.8% | -2.7% |
| 3M | +9.2% | +33.1% | -23.9% | +1.3% |
| 6M | +16.3% | +192.5% | -176.1% | -14.4% |
| YTD | +5.4% | +160.9% | -155.5% | -20.2% |
| 1Y | +7.6% | +155.0% | -147.4% | -18.5% |
| 3Y | +74.2% | +289.4% | -215.2% | +8.9% |
| All | +64.3% | +394.3% | -330.0% | -11.0% |
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