+34.0%
XLK vs HPE
+194.7%
-160.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +12.4% | -11.1% | -1.8% |
| 7D | +0.2% | +19.4% | -19.2% | -4.6% |
| 30D | -0.6% | +5.6% | -6.2% | -2.3% |
| 3M | +2.6% | +33.1% | -30.5% | -5.9% |
| 6M | +34.0% | +192.5% | -158.5% | +1.0% |
| All | +34.0% | +194.7% | -160.7% | +1.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling