+3,076.5%
SPY vs HPQ
+1,819.0%
+1,257.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | +0.7% |
| 7D | +0.5% | -0.5% | +1.0% | +0.6% |
| 30D | -0.9% | +3.7% | -4.7% | -2.2% |
| 3M | +3.9% | +24.3% | -20.4% | -2.9% |
| 6M | +14.5% | +64.8% | -50.2% | -2.2% |
| YTD | +12.9% | +43.9% | -31.0% | -0.2% |
| 1Y | +19.4% | +11.7% | +7.7% | +12.6% |
| 3Y | +78.5% | +19.7% | +58.8% | +61.2% |
| 5Y | +81.8% | +32.2% | +49.5% | +56.5% |
| 10Y | +311.5% | +198.9% | +112.6% | +171.5% |
| All | +3,076.5% | +1,819.0% | +1,257.5% | +1,102.0% |
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