+255.6%
XOM vs HPE
+339.6%
-84.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.2% | +6.9% | +1.4% |
| 7D | +1.9% | +1.4% | +0.4% | +1.6% |
| 30D | +4.1% | +1.5% | +2.5% | +3.6% |
| 3M | +10.4% | +21.7% | -11.3% | +6.8% |
| 6M | +13.0% | +164.2% | -151.1% | -5.6% |
| YTD | +40.1% | +132.1% | -92.0% | +19.6% |
| 1Y | +51.1% | +130.6% | -79.5% | +28.6% |
| 3Y | +57.7% | +244.1% | -186.4% | +16.8% |
| All | +255.6% | +339.6% | -84.0% | +120.7% |
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 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