+128.8%
XLP vs HPQ
+163.2%
-34.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | +0.1% | -0.6% | +0.7% | +0.2% |
| 30D | +8.9% | -6.5% | +15.4% | +9.8% |
| 3M | +7.5% | -5.1% | +12.6% | +7.7% |
| 6M | +9.4% | +27.3% | -17.9% | +4.1% |
| YTD | +19.3% | +31.7% | -12.4% | +12.4% |
| 1Y | +21.7% | +13.0% | +8.8% | +17.5% |
| 3Y | +44.0% | +18.3% | +25.7% | +34.2% |
| 5Y | +42.8% | +7.4% | +35.4% | +32.7% |
| 10Y | +128.8% | +154.8% | -26.0% | +78.0% |
| All | +128.8% | +163.2% | -34.5% | +78.0% |
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