+86.1%
HPQ vs XLC
+142.6%
-56.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.5% |
| 7D | +3.5% | -1.7% | +5.2% | +4.9% |
| 30D | +13.7% | +0.2% | +13.5% | +13.5% |
| 3M | +33.9% | +0.7% | +33.1% | +32.8% |
| 6M | +80.9% | -4.5% | +85.4% | +87.2% |
| YTD | +52.6% | -4.7% | +57.3% | +58.2% |
| 1Y | +21.2% | -1.5% | +22.7% | +22.4% |
| 3Y | +26.9% | +72.2% | -45.4% | -20.5% |
| 5Y | +41.1% | +39.3% | +1.8% | +5.3% |
| All | +86.1% | +142.6% | -56.5% | -24.3% |
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