+169.4%
XLV vs HPQ
+259.7%
-90.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.4% | -8.6% | -1.9% |
| 7D | -3.6% | +9.8% | -13.3% | -5.5% |
| 30D | -1.8% | +22.4% | -24.2% | -6.0% |
| 3M | +7.8% | +45.2% | -37.4% | -0.7% |
| 6M | +9.1% | +96.4% | -87.3% | -6.7% |
| YTD | +7.7% | +65.4% | -57.7% | -4.6% |
| 1Y | +20.4% | +31.6% | -11.2% | +11.8% |
| 3Y | +30.8% | +37.0% | -6.3% | +16.8% |
| 5Y | +34.6% | +53.0% | -18.4% | +13.0% |
| All | +169.4% | +259.7% | -90.3% | +79.0% |
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