+632.4%
GEV vs HPQ
+30.6%
+601.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.4% | -4.8% | +2.5% |
| 7D | +1.6% | +9.8% | -8.1% | +0.4% |
| 30D | -7.9% | +22.4% | -30.3% | -10.5% |
| 3M | +5.6% | +45.2% | -39.5% | -0.7% |
| 6M | +13.1% | +96.4% | -83.4% | -4.0% |
| YTD | +46.7% | +65.4% | -18.7% | +31.8% |
| 1Y | +51.3% | +31.6% | +19.7% | +47.6% |
| All | +632.4% | +30.6% | +601.8% | +596.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling