+38.6%
HPQ vs XRT
-2.4%
+41.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.6% | +6.6% | +6.0% |
| 7D | +2.2% | -2.4% | +4.6% | +3.9% |
| 30D | +9.7% | -6.9% | +16.7% | +15.1% |
| 3M | +32.7% | -0.4% | +33.1% | +33.0% |
| 6M | +77.7% | +2.2% | +75.5% | +74.3% |
| YTD | +51.0% | -0.7% | +51.7% | +50.9% |
| 1Y | +18.4% | -2.0% | +20.4% | +19.4% |
| 3Y | +25.6% | +41.0% | -15.5% | -0.6% |
| 5Y | +38.6% | -3.3% | +41.9% | +27.7% |
| All | +38.6% | -2.4% | +41.0% | +27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling