+1,709.3%
HPQ vs SPY
+3,034.0%
-1,324.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.5% |
| 6M | +41.1% | +2.1% | +39.0% | +37.1% |
| YTD | +36.9% | +11.5% | +25.4% | +19.9% |
| 1Y | +23.5% | +13.5% | +10.1% | +6.2% |
| 3Y | +19.6% | +77.7% | -58.1% | -38.0% |
| 5Y | +11.4% | +72.6% | -61.2% | -39.7% |
| 10Y | +160.6% | +308.2% | -147.6% | -44.8% |
| All | +1,709.3% | +3,034.0% | -1,324.7% | -64.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling