+244.9%
GS vs HPQ
+23.9%
+221.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.2% | -0.4% |
| 7D | +0.9% | +6.9% | -6.0% | -0.6% |
| 30D | -1.6% | +14.4% | -16.0% | -4.9% |
| 3M | -4.5% | +25.6% | -30.1% | -10.1% |
| 6M | +20.9% | +75.0% | -54.2% | +2.2% |
| YTD | +19.9% | +50.7% | -30.8% | +6.2% |
| 1Y | +41.4% | +18.7% | +22.8% | +35.3% |
| All | +244.9% | +23.9% | +221.0% | +190.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling