+440.8%
HSBC vs SPY
+737.2%
-296.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.8% |
| 7D | +2.5% | -2.7% | +5.2% | +5.0% |
| 30D | -6.6% | -5.4% | -1.2% | -1.9% |
| 3M | -14.2% | -4.1% | -10.1% | -11.0% |
| 6M | -3.2% | +0.7% | -3.9% | -3.8% |
| YTD | +15.6% | +8.7% | +7.0% | +7.8% |
| 1Y | +27.2% | +10.9% | +16.3% | +16.5% |
| 3Y | +182.8% | +75.0% | +107.8% | +70.5% |
| 5Y | +303.6% | +67.8% | +235.8% | +147.9% |
| 10Y | +306.8% | +312.9% | -6.0% | +3.6% |
| All | +440.8% | +737.2% | -296.4% | -32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling