+46.0%
XOM vs HPE
+122.1%
-76.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.8% | -1.7% |
| 7D | +1.8% | -0.6% | +2.4% | +1.8% |
| 30D | +5.9% | -2.3% | +8.1% | +5.8% |
| 3M | +5.6% | -2.9% | +8.4% | +5.8% |
| 6M | +7.9% | +143.6% | -135.7% | +4.7% |
| YTD | +35.2% | +118.5% | -83.3% | +32.4% |
| 1Y | +46.0% | +129.2% | -83.2% | +49.3% |
| All | +46.0% | +122.1% | -76.1% | +49.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling