+243.8%
HPQ vs XRT
+128.2%
+115.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.4% | +7.0% | +7.5% |
| 7D | +9.8% | -3.2% | +13.0% | +12.2% |
| 30D | +22.4% | -4.5% | +26.8% | +26.1% |
| 3M | +45.2% | -3.1% | +48.2% | +48.2% |
| 6M | +96.4% | +4.2% | +92.2% | +90.3% |
| YTD | +65.4% | -0.1% | +65.5% | +64.8% |
| 1Y | +31.6% | -3.0% | +34.6% | +33.7% |
| 3Y | +37.0% | +41.8% | -4.8% | +7.7% |
| 5Y | +53.0% | -1.3% | +54.3% | +48.0% |
| All | +243.8% | +128.2% | +115.6% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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