+243.8%
HPQ vs SPXS
-99.6%
+343.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -2.4% | +10.8% | +7.5% |
| 7D | +9.8% | +2.5% | +7.3% | +10.9% |
| 30D | +22.4% | +4.2% | +18.2% | +24.5% |
| 3M | +45.2% | -9.3% | +54.5% | +40.6% |
| 6M | +96.4% | -30.7% | +127.1% | +73.1% |
| YTD | +65.4% | -28.1% | +93.4% | +48.7% |
| 1Y | +31.6% | -35.1% | +66.6% | +14.8% |
| 3Y | +37.0% | -79.6% | +116.6% | -14.4% |
| 5Y | +53.0% | -86.3% | +139.3% | -1.1% |
| All | +243.8% | -99.6% | +343.4% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 10y: compounded portfolio wealth divided by compounded SPXS 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…
10y analysis · Full analysis span regression · 6 months rolling