+25.1%
HPQ vs XRT
+40.3%
-15.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.6% | +6.6% | +6.1% |
| 7D | +2.2% | -2.4% | +4.6% | +4.0% |
| 30D | +9.7% | -6.9% | +16.7% | +15.4% |
| 3M | +32.7% | -0.4% | +33.1% | +33.0% |
| 6M | +77.7% | +2.2% | +75.5% | +74.0% |
| YTD | +51.0% | -0.7% | +51.7% | +50.9% |
| 1Y | +18.4% | -2.0% | +20.4% | +19.4% |
| All | +25.1% | +40.3% | -15.2% | +0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling