+39.4%
GM vs HPQ
+18.6%
+20.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.9% | -1.2% | +4.0% |
| 7D | +12.1% | -7.8% | +19.8% | +12.8% |
| 30D | +15.2% | -4.9% | +20.1% | +15.4% |
| 3M | +4.9% | +4.9% | 0.0% | +3.2% |
| 6M | +22.6% | +47.1% | -24.4% | +14.5% |
| YTD | +14.4% | +39.5% | -25.1% | +10.3% |
| 1Y | +39.4% | +21.3% | +18.2% | +41.8% |
| All | +39.4% | +18.6% | +20.8% | +41.8% |
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