+223.5%
HPQ vs XRT
+549.2%
-325.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | -3.2% | -1.4% | -1.8% | -2.4% |
| 30D | -3.0% | +9.8% | -12.8% | -8.6% |
| 3M | +0.6% | +3.3% | -2.7% | -1.6% |
| 6M | +36.6% | +13.6% | +23.0% | +25.5% |
| YTD | +35.0% | +9.1% | +25.9% | +27.1% |
| 1Y | +23.1% | +15.1% | +8.0% | +12.0% |
| 3Y | +18.6% | +59.9% | -41.3% | -12.3% |
| 5Y | +10.3% | -1.7% | +12.1% | +7.5% |
| 10Y | +157.1% | +141.1% | +15.9% | +35.2% |
| All | +223.5% | +549.2% | -325.7% | -8.6% |
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