+998.7%
XLE vs HPQ
+347.2%
+651.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | -6.7% | +0.5% | -7.2% | -7.0% |
| 30D | -4.4% | -5.9% | +1.5% | -3.4% |
| 3M | +4.0% | -3.7% | +7.7% | +3.7% |
| 6M | +13.2% | +28.1% | -14.9% | +2.9% |
| YTD | +41.9% | +32.5% | +9.4% | +26.8% |
| 1Y | +41.6% | +18.1% | +23.5% | +30.4% |
| 3Y | +64.0% | +16.4% | +47.5% | +47.3% |
| 5Y | +158.1% | +8.9% | +149.2% | +130.7% |
| 10Y | +163.9% | +157.6% | +6.3% | +85.0% |
| All | +998.7% | +347.2% | +651.6% | +533.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling