+14.7%
GEV vs HPQ
+75.5%
-60.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.9% | -7.0% | -0.9% |
| 7D | +3.2% | +2.2% | +0.9% | +3.8% |
| 30D | -4.0% | +9.7% | -13.8% | -1.5% |
| 3M | +3.4% | +32.7% | -29.3% | +11.9% |
| 6M | +14.7% | +77.7% | -63.0% | +25.2% |
| All | +14.7% | +75.5% | -60.8% | +25.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling