+169.4%
XLV vs HPE
+581.3%
-412.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +12.4% | -12.6% | -2.1% |
| 7D | -3.6% | +19.4% | -23.0% | -6.4% |
| 30D | -1.8% | +5.6% | -7.4% | -3.0% |
| 3M | +7.8% | +33.1% | -25.3% | +2.0% |
| 6M | +9.1% | +192.5% | -183.3% | -12.2% |
| YTD | +7.7% | +160.9% | -153.2% | -11.7% |
| 1Y | +20.4% | +155.0% | -134.5% | -1.3% |
| 3Y | +30.8% | +289.4% | -258.6% | -5.8% |
| 5Y | +34.6% | +395.7% | -361.0% | -10.7% |
| All | +169.4% | +581.3% | -412.0% | +53.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling