+213.9%
HPQ vs SPG
+64.2%
+149.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.4% | +7.4% | +5.9% |
| 7D | +2.2% | -1.7% | +3.9% | +2.8% |
| 30D | +9.7% | -6.3% | +16.0% | +12.4% |
| 3M | +32.7% | -2.4% | +35.2% | +33.8% |
| 6M | +77.7% | +9.6% | +68.1% | +70.3% |
| YTD | +51.0% | +14.2% | +36.8% | +42.4% |
| 1Y | +18.4% | +19.3% | -0.9% | +9.6% |
| 3Y | +25.6% | +106.7% | -81.1% | -6.6% |
| 5Y | +38.6% | +104.2% | -65.6% | +2.6% |
| All | +213.9% | +64.2% | +149.7% | +129.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling