+24.3%
XLP vs HPQ
+18.6%
+5.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.9% | -2.5% | +3.1% |
| 7D | +5.9% | -7.8% | +13.6% | +6.1% |
| 30D | +13.5% | -4.9% | +18.3% | +13.6% |
| 3M | +8.4% | +4.9% | +3.5% | +7.9% |
| 6M | +11.5% | +47.1% | -35.5% | +9.7% |
| YTD | +20.6% | +39.5% | -18.9% | +19.4% |
| 1Y | +24.3% | +21.3% | +3.0% | +23.9% |
| All | +24.3% | +18.6% | +5.7% | +23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling