+314.7%
SPY vs HPQ
+259.7%
+55.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.4% | -7.5% | -1.6% |
| 7D | -0.8% | +9.8% | -10.5% | -3.6% |
| 30D | -1.1% | +22.4% | -23.4% | -7.2% |
| 3M | +3.9% | +45.2% | -41.3% | -8.0% |
| 6M | +13.6% | +96.4% | -82.8% | -9.9% |
| YTD | +12.7% | +65.4% | -52.7% | -5.9% |
| 1Y | +17.5% | +31.6% | -14.1% | +5.2% |
| 3Y | +76.9% | +37.0% | +39.9% | +50.5% |
| 5Y | +83.6% | +53.0% | +30.6% | +45.9% |
| All | +314.7% | +259.7% | +55.0% | +149.9% |
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