+174.4%
HPQ vs SPYG
+559.2%
-384.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +4.3% |
| 7D | +1.3% | +0.3% | +0.9% | +0.9% |
| 30D | +8.7% | -1.7% | +10.4% | +10.3% |
| 3M | +31.5% | +3.6% | +27.8% | +26.1% |
| 6M | +76.0% | +16.6% | +59.4% | +50.5% |
| YTD | +49.5% | +13.4% | +36.2% | +30.8% |
| 1Y | +17.3% | +19.6% | -2.3% | -2.6% |
| 3Y | +24.4% | +99.8% | -75.4% | -37.2% |
| 5Y | +37.3% | +85.0% | -47.7% | -25.8% |
| 10Y | +223.0% | +422.1% | -199.1% | -33.3% |
| All | +174.4% | +559.2% | -384.8% | -61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling