+454.8%
GS vs HPQ
+154.0%
+300.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.7% | +5.4% | +4.9% |
| 7D | +0.8% | -0.6% | +1.5% | +1.1% |
| 30D | +1.2% | -6.5% | +7.7% | +3.3% |
| 3M | -12.4% | -5.1% | -7.3% | -12.1% |
| 6M | -2.3% | +27.3% | -29.6% | -14.4% |
| YTD | +4.6% | +31.7% | -27.1% | -10.6% |
| 1Y | +17.5% | +13.0% | +4.5% | +6.7% |
| 3Y | +202.0% | +18.3% | +183.7% | +157.0% |
| 5Y | +152.4% | +7.4% | +145.0% | +114.2% |
| All | +454.8% | +154.0% | +300.8% | +222.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling