+408.6%
HPQ vs XLB
+822.6%
-414.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.6% | +2.5% |
| 7D | +6.9% | -1.4% | +8.3% | +8.0% |
| 30D | +14.4% | -0.4% | +14.8% | +14.7% |
| 3M | +25.6% | +2.0% | +23.6% | +23.4% |
| 6M | +75.0% | +1.8% | +73.2% | +71.4% |
| YTD | +50.7% | +16.6% | +34.1% | +33.4% |
| 1Y | +18.7% | +16.9% | +1.7% | +4.9% |
| 3Y | +21.5% | +32.6% | -11.0% | -1.2% |
| 5Y | +31.6% | +35.6% | -4.1% | +6.2% |
| 10Y | +216.1% | +160.0% | +56.0% | +67.3% |
| All | +408.6% | +822.6% | -414.0% | +17.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling