+83.8%
HPQ vs XLC
+143.7%
-59.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +3.2% |
| 7D | +6.9% | -0.8% | +7.8% | +7.7% |
| 30D | +14.4% | +1.0% | +13.4% | +13.5% |
| 3M | +25.6% | -0.7% | +26.3% | +26.2% |
| 6M | +75.0% | -5.1% | +80.2% | +82.2% |
| YTD | +50.7% | -4.3% | +55.0% | +55.7% |
| 1Y | +18.7% | -0.6% | +19.2% | +18.8% |
| 3Y | +21.5% | +72.7% | -51.2% | -24.0% |
| 5Y | +31.6% | +38.0% | -6.4% | -0.9% |
| All | +83.8% | +143.7% | -59.9% | -25.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling