+66.9%
HPQ vs XLC
+137.2%
-70.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +0.8% |
| 7D | +3.2% | +3.7% | -0.6% | 0.0% |
| 30D | -3.6% | -1.9% | -1.7% | -2.1% |
| 3M | -5.3% | -3.1% | -2.2% | -3.3% |
| 6M | +41.1% | -6.4% | +47.5% | +48.1% |
| YTD | +36.9% | -6.8% | +43.7% | +43.8% |
| 1Y | +23.5% | -1.7% | +25.2% | +24.1% |
| 3Y | +19.6% | +64.7% | -45.1% | -22.3% |
| 5Y | +11.4% | +41.1% | -29.7% | -18.4% |
| All | +66.9% | +137.2% | -70.3% | -31.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling