+380.0%
HSBC vs SPY
+312.5%
+67.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.7% |
| 7D | +0.2% | -0.4% | +0.5% | +0.4% |
| 30D | +2.2% | -1.4% | +3.6% | +3.3% |
| 3M | +18.2% | +3.7% | +14.5% | +15.1% |
| 6M | +27.7% | +13.0% | +14.7% | +17.1% |
| YTD | +38.8% | +12.4% | +26.4% | +27.9% |
| 1Y | +65.3% | +18.5% | +46.7% | +46.7% |
| 3Y | +248.3% | +77.6% | +170.7% | +130.5% |
| 5Y | +446.5% | +81.7% | +364.8% | +252.1% |
| 10Y | +380.0% | +319.7% | +60.3% | +49.3% |
| All | +380.0% | +312.5% | +67.4% | +49.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling