+25.1%
HPQ vs XHB
+24.0%
+1.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.5% | +6.4% | +5.7% |
| 7D | +2.2% | -1.9% | +4.2% | +3.2% |
| 30D | +9.7% | -8.3% | +18.1% | +14.4% |
| 3M | +32.7% | -7.1% | +39.9% | +36.6% |
| 6M | +77.7% | -5.3% | +83.0% | +79.7% |
| YTD | +51.0% | -3.2% | +54.2% | +50.3% |
| 1Y | +18.4% | -13.9% | +32.3% | +25.9% |
| All | +25.1% | +24.0% | +1.1% | +8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling