+74.2%
XLF vs HPQ
+36.4%
+37.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.4% | -7.7% | -0.7% |
| 7D | -1.5% | +9.8% | -11.2% | -3.0% |
| 30D | -1.2% | +22.4% | -23.5% | -4.5% |
| 3M | +9.2% | +45.2% | -36.0% | +2.1% |
| 6M | +16.3% | +96.4% | -80.1% | +1.2% |
| YTD | +5.4% | +65.4% | -60.0% | -4.8% |
| 1Y | +7.6% | +31.6% | -24.0% | +2.1% |
| 3Y | +74.2% | +37.0% | +37.2% | +49.0% |
| All | +74.2% | +36.4% | +37.8% | +49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling