+21.3%
HPQ vs XLC
-5.6%
+26.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.5% | +2.4% | +4.0% |
| 7D | -7.8% | +1.8% | -9.5% | -8.7% |
| 30D | -4.9% | -6.0% | +1.1% | -2.3% |
| 3M | +4.9% | -6.0% | +10.9% | +7.5% |
| 6M | +47.1% | -9.1% | +56.1% | +52.5% |
| YTD | +39.5% | -10.0% | +49.5% | +47.0% |
| 1Y | +21.3% | -5.8% | +27.1% | +22.2% |
| All | +21.3% | -5.6% | +26.8% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 1y: compounded portfolio wealth divided by compounded XLC 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…
1y analysis · Full analysis span regression · 6 months rolling