+223.3%
XOM vs HPE
+631.3%
-408.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.1% | -2.9% | +0.9% |
| 7D | 0.0% | +13.6% | -13.6% | -3.4% |
| 30D | +3.4% | +7.7% | -4.3% | +0.9% |
| 3M | +11.0% | +22.4% | -11.4% | +3.6% |
| 6M | +10.6% | +172.6% | -162.0% | -20.8% |
| YTD | +39.2% | +147.5% | -108.3% | +2.2% |
| 1Y | +52.7% | +151.8% | -99.1% | +10.6% |
| 3Y | +56.8% | +267.1% | -210.3% | -6.8% |
| 5Y | +261.8% | +362.8% | -101.0% | +89.7% |
| 10Y | +191.3% | +540.2% | -348.9% | +30.3% |
| All | +223.3% | +631.3% | -408.0% | +36.2% |
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