+217.2%
HPQ vs XLB
+162.9%
+54.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.3% | +2.2% |
| 7D | +3.5% | -3.5% | +7.0% | +7.1% |
| 30D | +13.7% | -4.7% | +18.3% | +18.8% |
| 3M | +33.9% | +2.7% | +31.1% | +29.7% |
| 6M | +80.9% | +2.6% | +78.3% | +74.3% |
| YTD | +52.6% | +12.8% | +39.7% | +33.1% |
| 1Y | +21.2% | +14.0% | +7.3% | +4.8% |
| 3Y | +26.9% | +31.5% | -4.6% | -4.6% |
| 5Y | +41.1% | +33.4% | +7.7% | +4.8% |
| All | +217.2% | +162.9% | +54.3% | +29.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling