+217.2%
HPQ vs SPY
+318.9%
-101.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.7% |
| 7D | +3.5% | -2.0% | +5.5% | +5.9% |
| 30D | +13.7% | -1.7% | +15.3% | +15.9% |
| 3M | +33.9% | +4.7% | +29.1% | +26.4% |
| 6M | +80.9% | +12.5% | +68.4% | +56.6% |
| YTD | +52.6% | +11.7% | +40.9% | +33.0% |
| 1Y | +21.2% | +17.5% | +3.8% | -0.3% |
| 3Y | +26.9% | +76.6% | -49.7% | -35.7% |
| 5Y | +41.1% | +82.0% | -40.9% | -30.5% |
| All | +217.2% | +318.9% | -101.7% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SPY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling