+248.8%
XLF vs HPQ
+259.7%
-10.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.4% | -7.7% | -2.1% |
| 7D | -1.5% | +9.8% | -11.2% | -4.7% |
| 30D | -1.2% | +22.4% | -23.5% | -8.1% |
| 3M | +9.2% | +45.2% | -36.0% | -4.8% |
| 6M | +16.3% | +96.4% | -80.1% | -10.7% |
| YTD | +5.4% | +65.4% | -60.0% | -14.1% |
| 1Y | +7.6% | +31.6% | -24.0% | -5.2% |
| 3Y | +74.2% | +37.0% | +37.2% | +44.3% |
| 5Y | +66.1% | +53.0% | +13.1% | +25.4% |
| All | +248.8% | +259.7% | -10.9% | +88.9% |
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