+16.4%
SPGI vs HPQ
+24.5%
-8.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.9% | -7.5% | -3.3% |
| 7D | -3.1% | +2.2% | -5.3% | -3.4% |
| 30D | +2.0% | +9.7% | -7.7% | +0.6% |
| 3M | +4.3% | +32.7% | -28.4% | -0.2% |
| 6M | -0.2% | +77.7% | -77.9% | -9.5% |
| YTD | -14.8% | +51.0% | -65.8% | -20.7% |
| 1Y | -18.5% | +18.4% | -36.9% | -21.1% |
| All | +16.4% | +24.5% | -8.2% | +0.4% |
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