+819.0%
SPYM vs HPQ
+326.7%
+492.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.4% | -1.6% |
| 7D | -0.4% | +1.3% | -1.6% | -0.8% |
| 30D | -1.4% | +8.7% | -10.1% | -4.0% |
| 3M | +3.7% | +31.5% | -27.7% | -4.8% |
| 6M | +13.0% | +76.0% | -63.0% | -6.0% |
| YTD | +12.5% | +49.5% | -37.1% | -2.2% |
| 1Y | +18.6% | +17.3% | +1.4% | +10.2% |
| 3Y | +78.0% | +24.4% | +53.7% | +57.9% |
| 5Y | +82.3% | +37.3% | +45.0% | +53.5% |
| 10Y | +322.9% | +223.0% | +99.9% | +166.0% |
| All | +819.0% | +326.7% | +492.3% | +451.3% |
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 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