+1,892.1%
HPQ vs SPY
+3,091.8%
-1,199.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.7% |
| 7D | +6.9% | +0.1% | +6.8% | +6.8% |
| 30D | +14.4% | +0.1% | +14.4% | +14.4% |
| 3M | +25.6% | +2.0% | +23.6% | +22.4% |
| 6M | +75.0% | +13.0% | +62.0% | +51.4% |
| YTD | +50.7% | +13.5% | +37.1% | +29.6% |
| 1Y | +18.7% | +20.0% | -1.3% | -4.0% |
| 3Y | +21.5% | +77.2% | -55.7% | -36.8% |
| 5Y | +31.6% | +81.9% | -50.3% | -32.7% |
| 10Y | +216.1% | +314.1% | -98.0% | -33.9% |
| All | +1,892.1% | +3,091.8% | -1,199.7% | -62.1% |
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