+343.3%
SPGI vs HPQ
+160.1%
+183.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.6% |
| 7D | +1.2% | +3.2% | -1.9% | +0.3% |
| 30D | +15.9% | -3.6% | +19.5% | +16.7% |
| 3M | +12.3% | -5.3% | +17.6% | +12.7% |
| 6M | +23.7% | +41.1% | -17.4% | +8.5% |
| YTD | -3.5% | +36.9% | -40.4% | -15.3% |
| 1Y | +0.4% | +23.5% | -23.1% | -9.1% |
| 3Y | +29.9% | +19.6% | +10.3% | +13.0% |
| 5Y | +15.2% | +11.4% | +3.8% | -0.8% |
| All | +343.3% | +160.1% | +183.2% | +171.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling