+37.0%
HPQ vs SPMO
+155.8%
-118.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.5% | +7.9% | +8.2% |
| 7D | +9.8% | -0.9% | +10.7% | +10.2% |
| 30D | +22.4% | -1.9% | +24.3% | +23.3% |
| 3M | +45.2% | -1.4% | +46.5% | +44.3% |
| 6M | +96.4% | +25.5% | +70.9% | +65.3% |
| YTD | +65.4% | +24.8% | +40.6% | +39.5% |
| 1Y | +31.6% | +24.5% | +7.1% | +11.3% |
| 3Y | +37.0% | +157.1% | -120.1% | -24.9% |
| All | +37.0% | +155.8% | -118.8% | -24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling