+277.5%
HPQ vs XHB
+167.3%
+110.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.4% | -2.1% | -3.2% |
| 7D | -0.5% | +0.2% | -0.7% | -0.5% |
| 30D | +3.7% | -9.1% | +12.8% | +8.9% |
| 3M | +24.3% | -2.3% | +26.6% | +24.9% |
| 6M | +64.8% | -4.1% | +68.9% | +65.9% |
| YTD | +43.9% | -1.7% | +45.6% | +42.7% |
| 1Y | +11.7% | -15.1% | +26.8% | +19.5% |
| 3Y | +19.7% | +26.8% | -7.2% | +2.4% |
| 5Y | +32.2% | +37.3% | -5.1% | +7.7% |
| 10Y | +198.9% | +205.7% | -6.7% | +65.8% |
| All | +277.5% | +167.3% | +110.2% | +89.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling