+243.8%
HPQ vs XHB
+215.4%
+28.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.6% | +6.8% | +7.3% |
| 7D | +9.8% | -4.6% | +14.4% | +13.4% |
| 30D | +22.4% | -9.1% | +31.5% | +30.5% |
| 3M | +45.2% | -8.6% | +53.7% | +52.9% |
| 6M | +96.4% | -4.0% | +100.5% | +97.3% |
| YTD | +65.4% | -3.9% | +69.3% | +65.2% |
| 1Y | +31.6% | -16.5% | +48.0% | +45.2% |
| 3Y | +37.0% | +22.6% | +14.5% | +10.2% |
| 5Y | +53.0% | +33.9% | +19.1% | +12.3% |
| All | +243.8% | +215.4% | +28.4% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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