+34.1%
XLP vs HPQ
+32.3%
+1.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.0% |
| 7D | -1.0% | +6.9% | -8.0% | -1.7% |
| 30D | -0.9% | +14.4% | -15.3% | -2.4% |
| 3M | +3.8% | +25.6% | -21.8% | +1.1% |
| 6M | -1.7% | +75.0% | -76.8% | -8.2% |
| YTD | +10.3% | +50.7% | -40.4% | +4.8% |
| 1Y | +7.8% | +18.7% | -10.9% | +5.2% |
| 3Y | +27.2% | +21.5% | +5.7% | +21.0% |
| All | +34.1% | +32.3% | +1.8% | +27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling