+177.8%
XLE vs HPQ
+259.7%
-81.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.4% | -8.1% | -2.7% |
| 7D | +1.7% | +9.8% | -8.1% | -2.0% |
| 30D | +6.7% | +22.4% | -15.6% | -1.5% |
| 3M | +14.9% | +45.2% | -30.3% | -1.4% |
| 6M | +15.9% | +96.4% | -80.5% | -13.6% |
| YTD | +47.7% | +65.4% | -17.7% | +17.5% |
| 1Y | +50.7% | +31.6% | +19.1% | +30.6% |
| 3Y | +57.9% | +37.0% | +20.9% | +27.4% |
| 5Y | +227.0% | +53.0% | +174.0% | +133.1% |
| All | +177.8% | +259.7% | -81.9% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 HPQ 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