+182.6%
XLV vs HPE
+670.9%
-488.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.1% |
| YTD | +7.7% | +160.9% | -153.2% | -11.6% |
| 1Y | +20.4% | +155.0% | -134.5% | -1.2% |
| 3Y | +30.8% | +289.4% | -258.6% | -5.3% |
| 5Y | +34.6% | +395.7% | -361.0% | -9.8% |
| 10Y | +173.4% | +574.8% | -401.5% | +61.8% |
| All | +182.6% | +670.9% | -488.4% | +56.3% |
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