+2.2%
SPGI vs HPQ
+39.0%
-36.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.9% | -7.5% | -3.6% |
| 7D | -3.1% | +2.2% | -5.3% | -3.6% |
| 30D | +2.0% | +9.7% | -7.7% | -0.2% |
| 3M | +4.3% | +32.7% | -28.4% | -2.4% |
| 6M | -0.2% | +77.7% | -77.9% | -13.7% |
| YTD | -14.8% | +51.0% | -65.8% | -23.4% |
| 1Y | -18.5% | +18.4% | -36.9% | -22.6% |
| 3Y | +16.0% | +25.6% | -9.6% | +3.8% |
| 5Y | +2.2% | +38.6% | -36.4% | -10.3% |
| All | +2.2% | +39.0% | -36.8% | -10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling