+13.1%
HPQ vs XLB
+28.0%
-14.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.9% |
| 7D | +3.2% | +0.5% | +2.6% | +2.6% |
| 30D | -3.6% | +5.2% | -8.8% | -8.1% |
| 3M | -5.3% | +0.3% | -5.6% | -5.9% |
| 6M | +41.1% | +1.2% | +40.0% | +38.3% |
| YTD | +36.9% | +16.6% | +20.2% | +15.3% |
| 1Y | +23.5% | +21.4% | +2.1% | -0.2% |
| 3Y | +19.6% | +43.2% | -23.6% | -17.5% |
| All | +13.1% | +28.0% | -14.9% | -13.5% |
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