+39.7%
HPQ vs SPXU
-85.8%
+125.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.4% | +3.5% | +5.4% |
| 7D | +2.2% | +1.3% | +1.0% | +2.7% |
| 30D | +9.7% | +5.1% | +4.6% | +11.9% |
| 3M | +32.7% | -9.1% | +41.9% | +28.8% |
| 6M | +77.7% | -29.6% | +107.3% | +58.2% |
| YTD | +51.0% | -27.7% | +78.7% | +36.5% |
| 1Y | +18.4% | -37.0% | +55.4% | +2.5% |
| 3Y | +25.6% | -80.2% | +105.7% | -21.8% |
| All | +39.7% | -85.8% | +125.5% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 5y: compounded portfolio wealth divided by compounded SPXU 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…
5y analysis · Full analysis span regression · 6 months rolling