+448.8%
GS vs HPQ
+159.1%
+289.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | +1.6% | +0.5% | +1.0% | +1.4% |
| 30D | +1.7% | -5.9% | +7.6% | +3.5% |
| 3M | -11.6% | -3.7% | -7.9% | -11.7% |
| 6M | -1.9% | +28.1% | -30.0% | -14.2% |
| YTD | +5.1% | +32.5% | -27.4% | -10.4% |
| 1Y | +16.4% | +18.1% | -1.7% | +3.8% |
| 3Y | +199.0% | +16.4% | +182.5% | +156.3% |
| 5Y | +157.4% | +8.9% | +148.6% | +117.2% |
| All | +448.8% | +159.1% | +289.7% | +220.0% |
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