+905.6%
XLK vs HPE
+631.3%
+274.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.1% | -1.8% |
| 7D | +2.3% | +13.6% | -11.3% | -2.5% |
| 30D | +0.8% | +7.7% | -6.9% | -2.3% |
| 3M | +4.1% | +22.4% | -18.3% | -4.2% |
| 6M | +34.8% | +172.6% | -137.8% | -9.3% |
| YTD | +30.8% | +147.5% | -116.7% | -9.2% |
| 1Y | +42.4% | +151.8% | -109.4% | -2.4% |
| 3Y | +121.8% | +267.1% | -145.2% | +26.3% |
| 5Y | +146.6% | +362.8% | -216.1% | +26.7% |
| 10Y | +804.3% | +540.2% | +264.1% | +295.5% |
| All | +905.6% | +631.3% | +274.3% | +307.8% |
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