+291.1%
HPQ vs XLRE
+109.5%
+181.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.9% | +7.5% | +7.8% |
| 7D | +9.8% | -1.2% | +10.9% | +10.7% |
| 30D | +22.4% | -2.4% | +24.8% | +24.5% |
| 3M | +45.2% | -2.5% | +47.6% | +47.9% |
| 6M | +96.4% | +4.0% | +92.5% | +90.1% |
| YTD | +65.4% | +9.3% | +56.1% | +54.2% |
| 1Y | +31.6% | +5.6% | +26.0% | +25.8% |
| 3Y | +37.0% | +31.3% | +5.8% | +10.3% |
| 5Y | +53.0% | +9.5% | +43.5% | +39.4% |
| 10Y | +257.2% | +89.0% | +168.3% | +115.1% |
| All | +291.1% | +109.5% | +181.5% | +116.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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