+1,093.3%
XLI vs HPQ
+409.6%
+683.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.9% | -6.4% | -2.9% |
| 7D | -0.6% | +2.2% | -2.8% | -1.3% |
| 30D | -6.9% | +9.7% | -16.7% | -9.7% |
| 3M | -1.9% | +32.7% | -34.7% | -10.4% |
| 6M | +1.0% | +77.7% | -76.7% | -16.5% |
| YTD | +11.3% | +51.0% | -39.7% | -3.8% |
| 1Y | +15.8% | +18.4% | -2.6% | +6.9% |
| 3Y | +69.8% | +25.6% | +44.3% | +50.1% |
| 5Y | +80.9% | +38.6% | +42.3% | +51.4% |
| 10Y | +257.2% | +226.1% | +31.1% | +125.7% |
| All | +1,093.3% | +409.6% | +683.6% | +487.7% |
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