+191.2%
HPQ vs SPXU
-100.0%
+291.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.7% | -6.2% | -3.9% |
| 7D | -0.5% | -1.5% | +1.0% | -1.0% |
| 30D | +3.7% | +3.7% | 0.0% | +5.3% |
| 3M | +24.3% | -9.6% | +33.9% | +20.3% |
| 6M | +64.8% | -32.4% | +97.1% | +43.9% |
| YTD | +43.9% | -28.7% | +72.6% | +29.0% |
| 1Y | +11.7% | -38.2% | +49.9% | -4.3% |
| 3Y | +19.7% | -80.4% | +100.1% | -26.0% |
| 5Y | +32.2% | -86.0% | +118.3% | -13.4% |
| 10Y | +198.9% | -99.5% | +298.4% | -17.0% |
| All | +191.2% | -100.0% | +291.2% | -71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling