+1,106.7%
XLY vs HPQ
+458.2%
+648.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.4% | -7.5% | -1.5% |
| 7D | -1.7% | +9.8% | -11.5% | -4.4% |
| 30D | -4.2% | +22.4% | -26.5% | -9.9% |
| 3M | -2.7% | +45.2% | -47.8% | -13.3% |
| 6M | -0.6% | +96.4% | -97.1% | -20.0% |
| YTD | -5.0% | +65.4% | -70.4% | -19.8% |
| 1Y | -4.1% | +31.6% | -35.7% | -13.9% |
| 3Y | +33.6% | +37.0% | -3.4% | +16.0% |
| 5Y | +28.7% | +53.0% | -24.3% | +6.9% |
| 10Y | +219.6% | +257.2% | -37.6% | +102.3% |
| All | +1,106.7% | +458.2% | +648.5% | +447.1% |
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 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