+252.8%
SPOT vs HPQ
+123.6%
+129.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.4% | -7.6% | -1.9% |
| 7D | -3.1% | +9.8% | -12.8% | -6.1% |
| 30D | +7.4% | +22.4% | -15.0% | +0.2% |
| 3M | +8.2% | +45.2% | -37.0% | -5.0% |
| 6M | +2.2% | +96.4% | -94.2% | -20.1% |
| YTD | -9.5% | +65.4% | -74.9% | -25.0% |
| 1Y | -23.8% | +31.6% | -55.4% | -32.4% |
| 3Y | +233.5% | +37.0% | +196.4% | +177.0% |
| 5Y | +112.2% | +53.0% | +59.2% | +66.8% |
| All | +252.8% | +123.6% | +129.2% | +126.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling