+26.4%
HPQ vs SPYG
+96.8%
-70.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.9% | +1.6% |
| 7D | +3.5% | -1.8% | +5.3% | +4.7% |
| 30D | +13.7% | -1.9% | +15.6% | +15.0% |
| 3M | +33.9% | +5.2% | +28.7% | +29.1% |
| 6M | +80.9% | +15.6% | +65.4% | +63.4% |
| YTD | +52.6% | +12.4% | +40.2% | +40.3% |
| 1Y | +21.2% | +17.5% | +3.8% | +7.9% |
| All | +26.4% | +96.8% | -70.4% | -21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling