+44.8%
XLP vs HPQ
+19.7%
+25.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.2% | +1.3% |
| 7D | +2.5% | +3.2% | -0.6% | +2.3% |
| 30D | +7.3% | -3.6% | +10.9% | +7.5% |
| 3M | +8.1% | -5.3% | +13.4% | +8.2% |
| 6M | +10.5% | +41.1% | -30.7% | +7.5% |
| YTD | +21.2% | +36.9% | -15.7% | +18.1% |
| 1Y | +22.7% | +23.5% | -0.8% | +20.4% |
| 3Y | +44.8% | +19.6% | +25.2% | +36.3% |
| All | +44.8% | +19.7% | +25.1% | +36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling