+217.2%
HPQ vs SPG
+64.3%
+152.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +1.0% | +1.0% |
| 7D | +3.5% | -2.2% | +5.7% | +4.3% |
| 30D | +13.7% | -5.8% | +19.5% | +16.2% |
| 3M | +33.9% | -2.8% | +36.6% | +35.1% |
| 6M | +80.9% | +8.9% | +72.0% | +73.9% |
| YTD | +52.6% | +14.3% | +38.3% | +43.8% |
| 1Y | +21.2% | +19.5% | +1.8% | +12.1% |
| 3Y | +26.9% | +106.9% | -80.0% | -5.6% |
| 5Y | +41.1% | +108.7% | -67.6% | +3.7% |
| All | +217.2% | +64.3% | +152.8% | +131.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling