+19.6%
HPQ vs XLB
+43.9%
-24.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | +3.2% | +0.5% | +2.6% | +2.6% |
| 30D | -3.6% | +5.2% | -8.8% | -7.8% |
| 3M | -5.3% | +0.3% | -5.6% | -5.8% |
| 6M | +41.1% | +1.2% | +40.0% | +38.6% |
| YTD | +36.9% | +16.6% | +20.2% | +14.8% |
| 1Y | +23.5% | +21.4% | +2.1% | -0.9% |
| 3Y | +19.6% | +43.2% | -23.6% | -15.8% |
| All | +19.6% | +43.9% | -24.3% | -15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling