+192.9%
XOM vs HPE
+581.3%
-388.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +12.4% | -12.0% | -2.9% |
| 7D | +4.1% | +19.4% | -15.3% | -1.2% |
| 30D | +4.6% | +5.6% | -1.0% | +2.4% |
| 3M | +14.0% | +33.1% | -19.1% | +3.4% |
| 6M | +11.0% | +192.5% | -181.5% | -23.7% |
| YTD | +40.7% | +160.9% | -120.2% | 0.0% |
| 1Y | +52.3% | +155.0% | -102.7% | +8.1% |
| 3Y | +60.5% | +289.4% | -228.9% | -9.7% |
| 5Y | +266.4% | +395.7% | -129.2% | +77.9% |
| All | +192.9% | +581.3% | -388.4% | +19.7% |
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