+243.8%
HPQ vs SPYG
+424.6%
-180.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.8% | +7.6% | +7.7% |
| 7D | +9.8% | -0.9% | +10.6% | +10.7% |
| 30D | +22.4% | -1.5% | +23.9% | +24.0% |
| 3M | +45.2% | +3.7% | +41.4% | +39.4% |
| 6M | +96.4% | +16.4% | +80.0% | +68.4% |
| YTD | +65.4% | +13.3% | +52.1% | +45.0% |
| 1Y | +31.6% | +17.9% | +13.7% | +11.0% |
| 3Y | +37.0% | +98.3% | -61.3% | -31.6% |
| 5Y | +53.0% | +86.4% | -33.4% | -19.4% |
| All | +243.8% | +424.6% | -180.7% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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