+438.8%
GS vs HPQ
+160.1%
+278.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.3% | -0.3% |
| 7D | +5.9% | +3.2% | +2.7% | +4.6% |
| 30D | +4.3% | -3.6% | +7.9% | +5.3% |
| 3M | -11.7% | -5.3% | -6.4% | -11.1% |
| 6M | -3.2% | +41.1% | -44.3% | -18.4% |
| YTD | +5.8% | +36.9% | -31.1% | -10.9% |
| 1Y | +16.0% | +23.5% | -7.5% | +1.7% |
| 3Y | +199.8% | +19.6% | +180.2% | +154.6% |
| 5Y | +155.5% | +11.4% | +144.1% | +114.0% |
| All | +438.8% | +160.1% | +278.7% | +212.4% |
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 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