+156.1%
HPQ vs SPG
+113.9%
+42.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +1.9% | +1.8% |
| 7D | +3.2% | +2.0% | +1.2% | +2.4% |
| 30D | -3.6% | +17.2% | -20.9% | -9.4% |
| 3M | -5.3% | +6.3% | -11.6% | -7.7% |
| 6M | +41.1% | +18.7% | +22.4% | +31.4% |
| YTD | +36.9% | +30.1% | +6.8% | +22.5% |
| 1Y | +23.5% | +32.8% | -9.2% | +9.7% |
| 3Y | +19.6% | +133.6% | -114.0% | -15.2% |
| 5Y | +11.4% | +84.4% | -73.0% | -15.0% |
| All | +156.1% | +113.9% | +42.1% | +72.4% |
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