+38.6%
HPQ vs XLC
+37.1%
+1.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.6% | +5.5% | +5.4% |
| 7D | +2.2% | -1.4% | +3.6% | +3.3% |
| 30D | +9.7% | -0.9% | +10.6% | +10.5% |
| 3M | +32.7% | -0.3% | +33.1% | +32.9% |
| 6M | +77.7% | -5.2% | +82.9% | +84.4% |
| YTD | +51.0% | -5.3% | +56.3% | +56.8% |
| 1Y | +18.4% | -2.8% | +21.2% | +20.7% |
| 3Y | +25.6% | +71.2% | -45.6% | -16.3% |
| 5Y | +38.6% | +37.6% | +1.1% | +5.0% |
| All | +38.6% | +37.1% | +1.5% | +5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling