+0.4%
SPGI vs HPQ
+22.4%
-22.0%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.9% |
| 7D | +1.2% | +3.2% | -1.9% | +1.0% |
| 30D | +15.9% | -3.6% | +19.5% | +16.1% |
| 3M | +12.3% | -5.3% | +17.6% | +12.2% |
| 6M | +23.7% | +41.1% | -17.4% | +18.8% |
| YTD | -3.5% | +36.9% | -40.4% | -8.4% |
| 1Y | +0.4% | +23.5% | -23.1% | -4.0% |
| All | +0.4% | +22.4% | -22.0% | -4.0% |
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