+215.2%
XLY vs HPQ
+259.7%
-44.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.4% | -7.5% | -1.9% |
| 7D | -1.7% | +9.8% | -11.5% | -4.9% |
| 30D | -4.2% | +22.4% | -26.5% | -11.0% |
| 3M | -2.7% | +45.2% | -47.8% | -15.2% |
| 6M | -0.6% | +96.4% | -97.1% | -23.9% |
| YTD | -5.0% | +65.4% | -70.4% | -22.7% |
| 1Y | -4.1% | +31.6% | -35.7% | -15.6% |
| 3Y | +33.6% | +37.0% | -3.4% | +11.6% |
| 5Y | +28.7% | +53.0% | -24.3% | +1.1% |
| All | +215.2% | +259.7% | -44.5% | +87.1% |
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