+1,036.2%
XLE vs HPQ
+354.4%
+681.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | +4.4% | -1.9% | +6.3% | +4.9% |
| 30D | -4.3% | -5.7% | +1.4% | -3.3% |
| 3M | +6.0% | -0.4% | +6.4% | +4.8% |
| 6M | +13.2% | +40.0% | -26.8% | +0.5% |
| YTD | +46.7% | +34.6% | +12.1% | +30.6% |
| 1Y | +46.6% | +20.4% | +26.2% | +34.3% |
| 3Y | +69.6% | +18.3% | +51.3% | +51.7% |
| 5Y | +166.5% | +9.6% | +156.9% | +137.9% |
| 10Y | +178.0% | +156.3% | +21.7% | +95.0% |
| All | +1,036.2% | +354.4% | +681.8% | +552.3% |
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