+102.9%
XLP vs HPQ
+199.5%
-96.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | 0.0% |
| 7D | -1.4% | -0.5% | -1.0% | -1.4% |
| 30D | -1.3% | +3.7% | -5.0% | -2.0% |
| 3M | +1.8% | +24.3% | -22.5% | -1.8% |
| 6M | -0.8% | +64.8% | -65.6% | -9.3% |
| YTD | +9.5% | +43.9% | -34.4% | +2.3% |
| 1Y | +7.2% | +11.7% | -4.5% | +4.1% |
| 3Y | +27.1% | +19.7% | +7.5% | +19.1% |
| 5Y | +32.0% | +32.2% | -0.2% | +18.5% |
| 10Y | +102.9% | +198.9% | -96.0% | +48.6% |
| All | +102.9% | +199.5% | -96.6% | +48.6% |
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