+137.2%
XLP vs HPQ
+156.6%
-19.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.2% |
| 7D | -0.5% | -3.2% | +2.7% | -0.1% |
| 30D | +8.3% | -3.0% | +11.4% | +8.6% |
| 3M | +8.7% | +0.6% | +8.1% | +8.0% |
| 6M | +11.2% | +36.6% | -25.4% | +4.6% |
| YTD | +20.0% | +35.0% | -15.0% | +12.7% |
| 1Y | +21.3% | +23.1% | -1.7% | +15.5% |
| 3Y | +43.8% | +18.6% | +25.2% | +34.2% |
| 5Y | +43.3% | +10.3% | +33.0% | +32.6% |
| All | +137.2% | +156.6% | -19.4% | +84.8% |
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