+21.3%
HPQ vs XLB
+29.8%
-8.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.5% | +3.4% | +4.8% |
| 7D | -7.8% | +3.9% | -11.7% | -9.3% |
| 30D | -4.9% | +8.9% | -13.8% | -8.2% |
| 3M | +4.9% | +4.1% | +0.7% | +3.1% |
| 6M | +47.1% | +7.3% | +39.8% | +42.3% |
| YTD | +39.5% | +20.4% | +19.1% | +21.6% |
| 1Y | +21.3% | +29.5% | -8.3% | -1.4% |
| All | +21.3% | +29.8% | -8.6% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 1y: compounded portfolio wealth divided by compounded XLB 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…
1y analysis · Full analysis span regression · 6 months rolling