+255.5%
HPQ vs SPMO
+575.0%
-319.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +5.0% | +5.0% |
| 7D | +2.2% | +2.7% | -0.5% | +0.1% |
| 30D | +9.7% | +1.1% | +8.7% | +8.6% |
| 3M | +32.7% | +2.0% | +30.7% | +27.4% |
| 6M | +77.7% | +26.5% | +51.2% | +40.7% |
| YTD | +51.0% | +26.5% | +24.5% | +19.3% |
| 1Y | +18.4% | +27.9% | -9.5% | -7.4% |
| 3Y | +25.6% | +160.4% | -134.8% | -48.5% |
| 5Y | +38.6% | +151.5% | -112.9% | -41.0% |
| 10Y | +226.1% | +526.3% | -300.2% | -19.7% |
| All | +255.5% | +575.0% | -319.5% | -15.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling