+13,845.6%
SPGI vs HPQ
+3,038.3%
+10,807.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -2.1% |
| 7D | +0.1% | +6.9% | -6.8% | -1.5% |
| 30D | +8.4% | +14.4% | -6.0% | +4.8% |
| 3M | +11.8% | +25.6% | -13.8% | +5.3% |
| 6M | +5.7% | +75.0% | -69.3% | -8.9% |
| YTD | -9.7% | +50.7% | -60.4% | -19.5% |
| 1Y | -12.5% | +18.7% | -31.1% | -17.8% |
| 3Y | +21.8% | +21.5% | +0.3% | +11.0% |
| 5Y | +8.2% | +31.6% | -23.4% | -5.1% |
| 10Y | +309.5% | +216.1% | +93.5% | +184.0% |
| All | +13,845.6% | +3,038.3% | +10,807.3% | +5,968.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling