+26.4%
HPQ vs SPXS
-79.1%
+105.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.8% | +1.7% |
| 7D | +3.5% | +6.4% | -2.9% | +5.7% |
| 30D | +13.7% | +6.0% | +7.7% | +16.0% |
| 3M | +33.9% | -11.6% | +45.5% | +29.0% |
| 6M | +80.9% | -28.7% | +109.6% | +63.6% |
| YTD | +52.6% | -26.3% | +78.9% | +40.3% |
| 1Y | +21.2% | -34.9% | +56.2% | +7.6% |
| All | +26.4% | -79.1% | +105.5% | -15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling