+51.0%
HPQ vs XEL
+29.8%
+21.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.1% | +8.3% | +8.4% |
| 7D | +9.8% | -0.3% | +10.0% | +9.8% |
| 30D | +22.4% | -3.9% | +26.3% | +23.1% |
| 3M | +45.2% | -2.8% | +48.0% | +45.7% |
| 6M | +96.4% | -5.4% | +101.8% | +97.7% |
| YTD | +65.4% | +3.8% | +61.6% | +63.5% |
| 1Y | +31.6% | +6.8% | +24.7% | +29.0% |
| 3Y | +37.0% | +45.6% | -8.6% | +22.8% |
| All | +51.0% | +29.8% | +21.1% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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