+238.0%
GM vs HPQ
+207.5%
+30.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.4% | -9.0% | -4.0% |
| 7D | -2.4% | +9.8% | -12.2% | -6.4% |
| 30D | -1.1% | +22.4% | -23.5% | -9.7% |
| 3M | +6.1% | +45.2% | -39.0% | -10.3% |
| 6M | +15.0% | +96.4% | -81.5% | -16.5% |
| YTD | +6.0% | +65.4% | -59.4% | -17.5% |
| 1Y | +47.1% | +31.6% | +15.5% | +25.7% |
| 3Y | +170.5% | +37.0% | +133.5% | +117.8% |
| 5Y | +80.5% | +53.0% | +27.5% | +36.0% |
| 10Y | +238.7% | +257.2% | -18.6% | +77.8% |
| All | +238.0% | +207.5% | +30.6% | +99.4% |
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