+227.7%
XLE vs HPQ
+37.7%
+190.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.9% | -3.1% | 0.0% |
| 7D | +0.3% | +1.3% | -0.9% | 0.0% |
| 30D | +8.5% | +8.7% | -0.2% | +6.3% |
| 3M | +14.6% | +31.5% | -16.8% | +7.2% |
| 6M | +17.6% | +76.0% | -58.4% | +1.1% |
| YTD | +48.1% | +49.5% | -1.4% | +32.5% |
| 1Y | +53.8% | +17.3% | +36.5% | +46.2% |
| 3Y | +56.2% | +24.4% | +31.9% | +40.4% |
| 5Y | +227.7% | +37.3% | +190.4% | +181.8% |
| All | +227.7% | +37.7% | +190.0% | +181.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling