+642.6%
GS vs HPQ
+199.5%
+443.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.3% | +1.5% |
| 7D | +3.4% | -0.5% | +3.9% | +3.5% |
| 30D | +0.2% | +3.7% | -3.5% | -1.7% |
| 3M | -0.3% | +24.3% | -24.6% | -9.6% |
| 6M | +27.4% | +64.8% | -37.4% | +1.0% |
| YTD | +19.6% | +43.9% | -24.3% | 0.0% |
| 1Y | +42.5% | +11.7% | +30.8% | +31.5% |
| 3Y | +240.4% | +19.7% | +220.8% | +193.0% |
| 5Y | +188.9% | +32.2% | +156.7% | +125.6% |
| 10Y | +642.6% | +198.9% | +443.6% | +298.2% |
| All | +642.6% | +199.5% | +443.0% | +298.2% |
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