+20.7%
XLK vs HPE
+113.0%
-92.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.7% | +5.7% | +1.5% |
| 7D | -7.6% | -17.0% | +9.4% | -3.0% |
| 30D | -12.2% | -26.7% | +14.6% | -5.1% |
| 3M | -5.5% | -4.1% | -1.3% | -5.6% |
| 6M | +9.2% | +75.4% | -66.2% | -8.3% |
| YTD | +23.0% | +111.0% | -88.0% | -1.6% |
| 1Y | +20.7% | +116.4% | -95.7% | -4.5% |
| All | +20.7% | +113.0% | -92.3% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling