+561.5%
HSBC vs SPY
+774.8%
-213.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.0% |
| 7D | +3.5% | +0.1% | +3.3% | +3.4% |
| 30D | +4.8% | +0.1% | +4.8% | +4.8% |
| 3M | +16.2% | +2.0% | +14.2% | +14.2% |
| 6M | +27.6% | +13.0% | +14.6% | +14.8% |
| YTD | +41.4% | +13.5% | +27.9% | +26.9% |
| 1Y | +72.2% | +20.0% | +52.2% | +47.0% |
| 3Y | +249.5% | +77.2% | +172.3% | +108.3% |
| 5Y | +444.0% | +81.9% | +362.1% | +211.0% |
| 10Y | +383.1% | +314.1% | +69.1% | +23.2% |
| All | +561.5% | +774.8% | -213.2% | -21.0% |
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