+52.4%
GEV vs HPQ
+18.6%
+33.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +5.9% | -15.2% | -8.3% |
| 7D | -5.1% | -7.8% | +2.6% | -6.1% |
| 30D | -15.8% | -4.9% | -10.9% | -15.9% |
| 3M | -18.2% | +4.9% | -23.0% | -16.2% |
| 6M | -22.4% | +47.1% | -69.4% | -17.2% |
| YTD | +27.7% | +39.5% | -11.8% | +41.4% |
| 1Y | +52.4% | +21.3% | +31.1% | +75.5% |
| All | +52.4% | +18.6% | +33.7% | +75.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling