+238.6%
HPQ vs SPXS
-100.0%
+338.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.6% | -6.1% | -3.9% |
| 7D | -0.5% | -1.5% | +1.1% | -1.0% |
| 30D | +3.7% | +3.7% | +0.1% | +5.3% |
| 3M | +24.3% | -9.6% | +33.9% | +20.5% |
| 6M | +64.8% | -32.4% | +97.2% | +44.7% |
| YTD | +43.9% | -28.7% | +72.6% | +29.6% |
| 1Y | +11.7% | -38.1% | +49.7% | -3.6% |
| 3Y | +19.7% | -80.1% | +99.8% | -23.8% |
| 5Y | +32.2% | -85.9% | +118.1% | -11.1% |
| 10Y | +198.9% | -99.5% | +298.5% | -9.9% |
| All | +238.6% | -100.0% | +338.6% | -68.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling