+2,064.0%
GS vs HPQ
+319.4%
+1,744.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.2% | -0.8% |
| 7D | +0.9% | +6.9% | -6.0% | -1.7% |
| 30D | -1.6% | +14.4% | -16.0% | -7.1% |
| 3M | -4.5% | +25.6% | -30.1% | -13.7% |
| 6M | +20.9% | +75.0% | -54.2% | -6.1% |
| YTD | +19.9% | +50.7% | -30.8% | -1.5% |
| 1Y | +41.4% | +18.7% | +22.8% | +26.7% |
| 3Y | +239.2% | +21.5% | +217.6% | +191.9% |
| 5Y | +185.0% | +31.6% | +153.5% | +129.0% |
| 10Y | +655.0% | +216.1% | +438.9% | +306.1% |
| All | +2,064.0% | +319.4% | +1,744.7% | +704.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling