+38.6%
HPQ vs XLB
+35.5%
+3.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.1% | +6.0% | +5.9% |
| 7D | +2.2% | -2.9% | +5.2% | +5.1% |
| 30D | +9.7% | -3.4% | +13.1% | +13.1% |
| 3M | +32.7% | +1.6% | +31.1% | +30.1% |
| 6M | +77.7% | +3.6% | +74.1% | +69.6% |
| YTD | +51.0% | +14.2% | +36.7% | +29.9% |
| 1Y | +18.4% | +15.6% | +2.8% | +0.7% |
| 3Y | +25.6% | +33.1% | -7.5% | -7.0% |
| 5Y | +38.6% | +35.0% | +3.6% | +1.7% |
| All | +38.6% | +35.5% | +3.2% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling