+9.6%
HPQ vs SPG
+83.3%
-73.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | 0.0% |
| 7D | -1.9% | +3.1% | -5.0% | -3.5% |
| 30D | -5.7% | +16.4% | -22.1% | -13.1% |
| 3M | -0.4% | +7.1% | -7.5% | -4.2% |
| 6M | +40.0% | +16.1% | +23.9% | +28.3% |
| YTD | +34.6% | +30.4% | +4.2% | +14.8% |
| 1Y | +20.4% | +33.0% | -12.6% | +1.5% |
| 3Y | +18.3% | +134.6% | -116.3% | -29.8% |
| 5Y | +9.6% | +84.9% | -75.3% | -31.6% |
| All | +9.6% | +83.3% | -73.7% | -31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling