+261.1%
HPQ vs XRT
+514.3%
-253.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.6% |
| 7D | +6.9% | +0.8% | +6.1% | +6.4% |
| 30D | +14.4% | -4.2% | +18.6% | +17.6% |
| 3M | +25.6% | +5.1% | +20.5% | +21.6% |
| 6M | +75.0% | +2.4% | +72.6% | +71.7% |
| YTD | +50.7% | +3.2% | +47.5% | +47.1% |
| 1Y | +18.7% | +1.5% | +17.1% | +17.1% |
| 3Y | +21.5% | +40.6% | -19.0% | -2.7% |
| 5Y | +31.6% | -1.0% | +32.6% | +27.7% |
| 10Y | +216.1% | +128.4% | +87.6% | +72.3% |
| All | +261.1% | +514.3% | -253.3% | +5.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling