+9.6%
HPQ vs SPY
+74.0%
-64.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.1% |
| 7D | -1.9% | +3.3% | -5.2% | -5.4% |
| 30D | -5.7% | -2.7% | -3.0% | -3.0% |
| 3M | -0.4% | -1.7% | +1.3% | +1.4% |
| 6M | +40.0% | +3.1% | +36.9% | +34.8% |
| YTD | +34.6% | +11.9% | +22.7% | +17.8% |
| 1Y | +20.4% | +12.0% | +8.4% | +5.3% |
| 3Y | +18.3% | +78.2% | -59.9% | -39.3% |
| 5Y | +9.6% | +73.2% | -63.7% | -41.9% |
| All | +9.6% | +74.0% | -64.5% | -41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling