+2,883.5%
GE vs HPQ
+3,038.3%
-154.8%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.4% |
| 7D | -1.6% | +6.9% | -8.5% | -3.6% |
| 30D | -11.6% | +14.4% | -26.0% | -15.4% |
| 3M | +3.0% | +25.6% | -22.6% | -4.7% |
| 6M | -0.5% | +75.0% | -75.6% | -18.1% |
| YTD | +9.7% | +50.7% | -40.9% | -5.8% |
| 1Y | +20.0% | +18.7% | +1.4% | +10.2% |
| 3Y | +275.8% | +21.5% | +254.3% | +232.8% |
| 5Y | +429.1% | +31.6% | +397.5% | +348.3% |
| 10Y | +151.2% | +216.1% | -64.9% | +61.5% |
| All | +2,883.5% | +3,038.3% | -154.8% | +784.5% |
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