+21.3%
HPQ vs SPG
+34.3%
-13.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.9% | +3.0% | +5.3% |
| 7D | -7.8% | +8.2% | -15.9% | -9.1% |
| 30D | -4.9% | +13.5% | -18.3% | -7.0% |
| 3M | +4.9% | +2.2% | +2.6% | +4.4% |
| 6M | +47.1% | +15.9% | +31.2% | +44.0% |
| YTD | +39.5% | +27.6% | +11.9% | +28.1% |
| 1Y | +21.3% | +30.9% | -9.7% | +9.2% |
| All | +21.3% | +34.3% | -13.0% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling