-12.5%
SPGI vs HPQ
+19.5%
-31.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -1.8% |
| 7D | +0.1% | +6.9% | -6.8% | -0.5% |
| 30D | +8.4% | +14.4% | -6.0% | +6.9% |
| 3M | +11.8% | +25.6% | -13.8% | +9.3% |
| 6M | +5.7% | +75.0% | -69.3% | -0.6% |
| YTD | -9.7% | +50.7% | -60.4% | -14.2% |
| 1Y | -12.5% | +18.7% | -31.1% | -15.8% |
| All | -12.5% | +19.5% | -31.9% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 1y: compounded portfolio wealth divided by compounded HPQ 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…
1y analysis · Full analysis span regression · 6 months rolling