+19.7%
HPQ vs XLB
+34.9%
-15.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.6% | -3.7% |
| 7D | -0.5% | -0.2% | -0.2% | -0.2% |
| 30D | +3.7% | -1.7% | +5.5% | +5.2% |
| 3M | +24.3% | +4.4% | +20.0% | +19.1% |
| 6M | +64.8% | +5.0% | +59.7% | +55.8% |
| YTD | +43.9% | +15.5% | +28.4% | +22.8% |
| 1Y | +11.7% | +14.9% | -3.3% | -4.3% |
| 3Y | +19.7% | +34.5% | -14.9% | -11.6% |
| All | +19.7% | +34.9% | -15.3% | -11.6% |
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