+31.6%
HPQ vs SPG
+19.1%
+12.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.1% | +8.3% | +8.4% |
| 7D | +9.8% | -1.2% | +10.9% | +9.9% |
| 30D | +22.4% | -6.1% | +28.5% | +23.8% |
| 3M | +45.2% | -3.6% | +48.8% | +46.7% |
| 6M | +96.4% | +10.4% | +86.0% | +91.1% |
| YTD | +65.4% | +14.4% | +51.0% | +57.4% |
| 1Y | +31.6% | +16.5% | +15.0% | +23.9% |
| All | +31.6% | +19.1% | +12.5% | +23.9% |
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