+21.3%
HPQ vs SPMO
+11.0%
+10.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.8% | +6.7% | +6.0% |
| 7D | -7.8% | -8.9% | +1.1% | -6.9% |
| 30D | -4.9% | -13.8% | +8.9% | -3.5% |
| 3M | +4.9% | -12.5% | +17.4% | +6.1% |
| 6M | +47.1% | -1.5% | +48.5% | +43.0% |
| YTD | +39.5% | +11.3% | +28.2% | +31.0% |
| 1Y | +21.3% | +11.5% | +9.8% | +14.5% |
| All | +21.3% | +11.0% | +10.3% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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