+81.8%
XLI vs HPQ
+51.9%
+30.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.4% | -7.3% | -0.8% |
| 7D | -1.7% | +9.8% | -11.4% | -3.8% |
| 30D | -7.3% | +22.4% | -29.6% | -11.6% |
| 3M | -1.3% | +45.2% | -46.5% | -10.0% |
| 6M | +2.2% | +96.4% | -94.2% | -15.1% |
| YTD | +11.7% | +65.4% | -53.7% | -2.9% |
| 1Y | +14.3% | +31.6% | -17.3% | +5.6% |
| 3Y | +70.3% | +37.0% | +33.3% | +49.7% |
| All | +81.8% | +51.9% | +30.0% | +56.2% |
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