+552.8%
XLP vs HPQ
+347.8%
+205.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | -0.9% |
| 7D | +0.7% | -1.1% | +1.8% | +0.9% |
| 30D | +10.3% | -11.7% | +22.0% | +11.8% |
| 3M | +6.5% | +2.0% | +4.6% | +5.8% |
| 6M | +8.4% | +35.9% | -27.5% | +3.3% |
| YTD | +18.2% | +32.7% | -14.5% | +12.7% |
| 1Y | +22.4% | +14.3% | +8.1% | +18.8% |
| 3Y | +41.9% | +17.8% | +24.1% | +35.0% |
| 5Y | +40.9% | +7.6% | +33.3% | +34.0% |
| 10Y | +128.4% | +171.7% | -43.3% | +88.9% |
| All | +552.8% | +347.8% | +205.0% | +332.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling