+135.9%
XLU vs HPQ
+259.7%
-123.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.4% | -8.7% | -1.5% |
| 7D | -1.6% | +9.8% | -11.4% | -3.1% |
| 30D | -3.3% | +22.4% | -25.7% | -6.4% |
| 3M | -3.2% | +45.2% | -48.3% | -8.9% |
| 6M | -7.0% | +96.4% | -103.4% | -17.5% |
| YTD | +0.6% | +65.4% | -64.8% | -8.2% |
| 1Y | +2.4% | +31.6% | -29.1% | -3.1% |
| 3Y | +46.3% | +37.0% | +9.2% | +34.0% |
| 5Y | +44.0% | +53.0% | -9.0% | +25.3% |
| All | +135.9% | +259.7% | -123.8% | +65.8% |
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