+35.5%
XLV vs HPE
+394.3%
-358.8%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +12.4% | -12.6% | -1.1% |
| 7D | -3.6% | +19.4% | -23.0% | -4.9% |
| 30D | -1.8% | +5.6% | -7.4% | -2.4% |
| 3M | +7.8% | +33.1% | -25.3% | +4.9% |
| 6M | +9.1% | +192.5% | -183.3% | -4.2% |
| YTD | +7.7% | +160.9% | -153.2% | -4.3% |
| 1Y | +20.4% | +155.0% | -134.5% | +7.0% |
| 3Y | +30.8% | +289.4% | -258.6% | +5.8% |
| All | +35.5% | +394.3% | -358.8% | +4.4% |
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