+30.3%
SPGI vs HPQ
+18.0%
+12.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.1% |
| 7D | -1.4% | -3.2% | +1.9% | -1.0% |
| 30D | +15.3% | -3.0% | +18.3% | +15.5% |
| 3M | +16.5% | +0.6% | +15.9% | +15.7% |
| 6M | +19.8% | +36.6% | -16.8% | +13.4% |
| YTD | -3.2% | +35.0% | -38.2% | -8.7% |
| 1Y | +1.8% | +23.1% | -21.3% | -2.7% |
| All | +30.3% | +18.0% | +12.3% | +20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling