+303.4%
HSBC vs SPY
+315.0%
-11.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.3% | +1.9% |
| 7D | +5.6% | +0.1% | +5.5% | +5.5% |
| 30D | -2.4% | -3.3% | +0.9% | 0.0% |
| 3M | -12.1% | -2.4% | -9.7% | -10.5% |
| 6M | +1.7% | +2.6% | -0.9% | -0.1% |
| YTD | +19.8% | +11.2% | +8.6% | +11.3% |
| 1Y | +32.3% | +13.4% | +18.9% | +21.2% |
| 3Y | +196.7% | +79.9% | +116.8% | +95.1% |
| 5Y | +322.4% | +72.2% | +250.2% | +183.7% |
| 10Y | +303.4% | +307.3% | -3.9% | +28.2% |
| All | +303.4% | +315.0% | -11.6% | +28.2% |
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