+156.1%
HPQ vs SPY
+307.0%
-150.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.0% | +2.1% |
| 7D | +3.2% | +2.6% | +0.6% | +0.1% |
| 30D | -3.6% | -2.0% | -1.6% | -1.5% |
| 3M | -5.3% | -2.8% | -2.5% | -2.4% |
| 6M | +41.1% | +2.1% | +39.0% | +37.0% |
| YTD | +36.9% | +11.5% | +25.4% | +19.4% |
| 1Y | +23.5% | +13.5% | +10.1% | +5.6% |
| 3Y | +19.6% | +77.7% | -58.1% | -39.9% |
| 5Y | +11.4% | +72.6% | -61.2% | -41.6% |
| All | +156.1% | +307.0% | -150.9% | -52.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling