+9.1%
XLV vs HPE
+194.7%
-185.5%
-6.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +12.4% | -12.6% | +0.6% |
| 7D | -3.6% | +19.4% | -23.0% | -2.3% |
| 30D | -1.8% | +5.6% | -7.4% | -1.3% |
| 3M | +7.8% | +33.1% | -25.3% | +10.2% |
| 6M | +9.1% | +192.5% | -183.3% | +4.8% |
| All | +9.1% | +194.7% | -185.5% | +4.8% |
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 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