+30.8%
XLV vs HPQ
+36.4%
-5.6%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.4% | -8.6% | -1.0% |
| 7D | -3.6% | +9.8% | -13.3% | -4.5% |
| 30D | -1.8% | +22.4% | -24.2% | -3.9% |
| 3M | +7.8% | +45.2% | -37.4% | +3.6% |
| 6M | +9.1% | +96.4% | -87.3% | +0.7% |
| YTD | +7.7% | +65.4% | -57.7% | +1.5% |
| 1Y | +20.4% | +31.6% | -11.2% | +16.7% |
| 3Y | +30.8% | +37.0% | -6.3% | +19.2% |
| All | +30.8% | +36.4% | -5.6% | +19.2% |
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 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