+19.6%
HPQ vs XME
+93.2%
-73.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.2% | +2.1% |
| 7D | +3.2% | +0.3% | +2.9% | +3.0% |
| 30D | -3.6% | -6.1% | +2.5% | -2.1% |
| 3M | -5.3% | -18.6% | +13.3% | +0.2% |
| 6M | +41.1% | -23.9% | +65.0% | +52.2% |
| YTD | +36.9% | -9.3% | +46.2% | +33.6% |
| 1Y | +23.5% | +1.8% | +21.8% | +13.5% |
| 3Y | +19.6% | +93.0% | -73.4% | -20.9% |
| All | +19.6% | +93.2% | -73.6% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 3y: compounded portfolio wealth divided by compounded XME 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…
3y analysis · Full analysis span regression · 6 months rolling