+243.8%
HPQ vs XYZ
+610.4%
-366.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.2% | +8.2% | +8.4% |
| 7D | +9.8% | -4.3% | +14.0% | +10.9% |
| 30D | +22.4% | +1.2% | +21.2% | +21.9% |
| 3M | +45.2% | +14.6% | +30.5% | +40.0% |
| 6M | +96.4% | +22.6% | +73.9% | +85.7% |
| YTD | +65.4% | +21.7% | +43.7% | +55.4% |
| 1Y | +31.6% | +6.7% | +24.9% | +27.0% |
| 3Y | +37.0% | +46.8% | -9.8% | +15.7% |
| 5Y | +53.0% | -68.0% | +121.0% | +71.3% |
| All | +243.8% | +610.4% | -366.6% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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